Pricing American call options under a hard-to-borrow stock model (Q4575290): Difference between revisions
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Revision as of 17:27, 5 March 2024
scientific article; zbMATH DE number 6903433
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American call options under a hard-to-borrow stock model |
scientific article; zbMATH DE number 6903433 |
Statements
Pricing American call options under a hard-to-borrow stock model (English)
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13 July 2018
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hard-to-borrow stock
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early exercise
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lending fees
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option pricing
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