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Behavioral Heterogeneity and Real-Time Option Pricing: Evidence from S&P 500 Options

Year: 2026

Type: article

Source: Annals of Financial Economics

DOI: 10.1142/s2010495226500107

Authors: Yossi Shvimer, Avi Herbon

Institutions: SOAS University of London, Bar-Ilan University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7164936124

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Cites: 47

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