Pricing American call options under a hard-to-borrow stock model (Q4575290)
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scientific article; zbMATH DE number 6903433
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing American call options under a hard-to-borrow stock model |
scientific article; zbMATH DE number 6903433 |
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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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0.7965186238288879
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0.7047447562217712
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0.6997035145759583
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0.6889698505401611
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0.6878884434700012
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