Finite-maturity stock loans under the constant elasticity of variance model
Li Yan, Xiaoer Qin and Haoqi Li
| Year of publication: |
2019
|
|---|---|
| Authors: | Yan, Li ; Qin, Xiaoer ; Li, Haoqi |
| Subject: | constant elasticity of variance | integral equation | noncentral Chi-Squared distribution | Stock loans | Theorie | Theory | Elastizität | Elasticity | Varianzanalyse | Analysis of variance |
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