Smooth pasting as rate of return equalization
From MaRDI portal
Publication:1928693
DOI10.1016/j.econlet.2005.05.028zbMath1254.91727MaRDI QIDQ1928693
Mark B. Shackleton, Sigbjørn Sødal
Publication date: 3 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/48784/1/Document.pdf
91G20: Derivative securities (option pricing, hedging, etc.)
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Cites Work