AN EMPIRICAL ANALYSIS OF OPTION PRICING WITH SHORT SELL BANS (Q5088798): Difference between revisions

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+Option pricing with transaction costs and a nonlinear Black-Scholes equation
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well
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@@ Property / cites work @@
+Equal risk pricing under convex trading constraints
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@@ Property / cites work @@
+A revised option pricing formula with the underlying being banned from short selling
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@@ Property / cites work @@
+Q4885610
@@ Property / cites work: Q4885610 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024922500121
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+W4220806461
@@ Property / OpenAlex ID: W4220806461 / rank @@
+Normal rank