Short-term options: Clienteles, market segmentation, and event trading
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DOI: 10.1016/j.jbankfin.2015.09.001
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Citations
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- Yossi Shvimer & Avi Herbon, 2022. "Non-tradability interval for heterogeneous rational players in the option markets," Computational Management Science, Springer, vol. 19(1), pages 133-157, January.
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More about this item
Keywords
Weeklys; Monthlys; Greeks; Implied volatility; Spread; Price discovery;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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