Pages that link to "Item:Q5139206"
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The following pages link to A revised option pricing formula with the underlying being banned from short selling (Q5139206):
Displaying 3 items.
- Optimal exercise of American puts with transaction costs under utility maximization (Q2247137) (← links)
- AN EMPIRICAL ANALYSIS OF OPTION PRICING WITH SHORT SELL BANS (Q5088798) (← links)
- VALUATION OF GENERAL CONTINGENT CLAIMS WITH SHORT SELLING BANS: AN EQUAL-RISK PRICING APPROACH (Q5866979) (← links)
