An Empirical Study of the Option Pricing Formula with the Underlying Banned from Short Sell
Year of publication: |
2019
|
---|---|
Authors: | Alfeus, Mesias |
Other Persons: | He, Xin-Jiang (contributor) ; Zhu, Song-Ping (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Leerverkauf | Short selling | Black-Scholes-Modell | Black-Scholes model |
Extent: | 1 Online-Ressource (26 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 30, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3478355 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G23 - Pension Funds; Other Private Financial Institutions |
Source: | ECONIS - Online Catalogue of the ZBW |
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