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Yossi Shvimer
ORCID
Publication Activity (10 Years)
Years Active: 2020-2024
Publications (10 Years): 3
Top Topics
Option Pricing
Futures Market
Neural Network Model
Black Scholes Model
Top Venues
Int. Trans. Oper. Res.
Expert Syst. Appl.
Comput. Manag. Sci.
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Publications
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Yossi Shvimer
,
Song-Ping Zhu
Pricing options with a new hybrid neural network model.
Expert Syst. Appl.
251 (2024)
Yossi Shvimer
,
Avi Herbon
Non-tradability interval for heterogeneous rational players in the option markets.
Comput. Manag. Sci.
19 (1) (2022)
Yossi Shvimer
,
Avi Herbon
Real-time waiting-price trading interval in a heterogeneous options market: a Bernoulli distribution.
Int. Trans. Oper. Res.
27 (6) (2020)