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

Non-tradability interval for heterogeneous rational players in the option markets (Q2127366)

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Non-tradability interval for heterogeneous rational players in the option markets
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    Non-tradability interval for heterogeneous rational players in the option markets (English)
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    20 April 2022
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    option pricing
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    non-tradability interval
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    heterogeneous players
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    Bid-Ask spreads
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