Non-tradability interval for heterogeneous rational players in the option markets

Yossi Shvimer, Avi Herbon. Non-tradability interval for heterogeneous rational players in the option markets. Comput. Manag. Science, 19(1):133-157, 2022. [doi]

@article{ShvimerH22,
  title = {Non-tradability interval for heterogeneous rational players in the option markets},
  author = {Yossi Shvimer and Avi Herbon},
  year = {2022},
  doi = {10.1007/s10287-021-00413-9},
  url = {https://doi.org/10.1007/s10287-021-00413-9},
  researchr = {https://researchr.org/publication/ShvimerH22},
  cites = {0},
  citedby = {0},
  journal = {Comput. Manag. Science},
  volume = {19},
  number = {1},
  pages = {133-157},
}