Yossi Shvimer, Avi Herbon. Real-time waiting-price trading interval in a heterogeneous options market: a Bernoulli distribution. ITOR, 27(6):2817-2840, 2020. [doi]
@article{ShvimerH20,
title = {Real-time waiting-price trading interval in a heterogeneous options market: a Bernoulli distribution},
author = {Yossi Shvimer and Avi Herbon},
year = {2020},
doi = {10.1111/itor.12778},
url = {https://doi.org/10.1111/itor.12778},
researchr = {https://researchr.org/publication/ShvimerH20},
cites = {0},
citedby = {0},
journal = {ITOR},
volume = {27},
number = {6},
pages = {2817-2840},
}