Pricing derivatives in the presence of shadow costs of incomplete information and short sales (Q1615799)
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scientific article; zbMATH DE number 6969435
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| default for all languages | No label defined |
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| English | Pricing derivatives in the presence of shadow costs of incomplete information and short sales |
scientific article; zbMATH DE number 6969435 |
Statements
Pricing derivatives in the presence of shadow costs of incomplete information and short sales (English)
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31 October 2018
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pricing
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incomplete information
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differential equation
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derivatives
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information costs
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short sales costs
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0.8635294437408447
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0.7769969701766968
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0.7523707151412964
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0.7482221722602844
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0.7346315383911133
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