Tradability, closeness to market prices, and expected profit: their measurement for a binomial model of options pricing in a heterogeneous market
Crossref DOI link: https://doi.org/10.1007/s11403-019-00259-0
Published Online: 2019-08-06
Published Print: 2020-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Shvimer, Yossi http://orcid.org/0000-0003-3046-1169
Herbon, Avi
Text and Data Mining valid from 2019-08-06
Version of Record valid from 2019-08-06
Article History
Received: 13 January 2019
Accepted: 31 July 2019
First Online: 6 August 2019