An empirical analysis of option pricing with short sell bans
Year of publication: |
2022
|
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Authors: | Alfeus, Mesias ; He, Xin-Jiang ; Zhu, Song-Ping |
Published in: |
International journal of theoretical and applied finance : IJTAF. - Singapore : World Scientific, ZDB-ID 2027376-9. - Vol. 25.2022, 3, Art.-No. 2250012, p. 1-26
|
Subject: | calibration | Option pricing | out-of-sample | S&P/ASX 200 index | short sell ban | Optionspreistheorie | Option pricing theory | Leerverkauf | Short selling | Finanzmarktregulierung | Financial market regulation | Index-Futures | Index futures |
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