Pricing European call options under a hard-to-borrow stock model (Q2009590)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing European call options under a hard-to-borrow stock model |
scientific article |
Statements
Pricing European call options under a hard-to-borrow stock model (English)
0 references
29 November 2019
0 references
hard-to-borrow stock
0 references
buy-in rate
0 references
regulation SHO
0 references
option pricing
0 references
ADI scheme
0 references
0 references
0 references
