Finite-maturity stock loans under the constant elasticity of variance model
Li Yan, Xiaoer Qin and Haoqi Li
| Year of publication: |
2019
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|---|---|
| Authors: | Yan, Li ; Qin, Xiaoer ; Li, Haoqi |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 26.2019, 4, p. 316-320
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| Subject: | constant elasticity of variance | integral equation | noncentral Chi-Squared distribution | Stock loans | Theorie | Theory | Varianzanalyse | Analysis of variance | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2018.1468548 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012204199