The market pricing of the lifeboat provision in a closed-end fund
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Publication:2879020
DOI10.1080/14697688.2013.816438zbMath1294.91200OpenAlexW2004143244MaRDI QIDQ2879020
Chunyang Zhou, Chongfeng Wu, Wenfeng Wu
Publication date: 5 September 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2013.816438
Statistical methods; risk measures (91G70) Derivative securities (option pricing, hedging, etc.) (91G20)
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