A revised option pricing formula with the underlying being banned from short selling (Q5139206)
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scientific article; zbMATH DE number 7282756
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A revised option pricing formula with the underlying being banned from short selling |
scientific article; zbMATH DE number 7282756 |
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A revised option pricing formula with the underlying being banned from short selling (English)
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7 December 2020
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option pricing
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short-selling ban
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correlated asset
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closed-form
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dilution
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