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}, }