Pricing European Call Options Under a Hard-to-Borrow Stock
Year of publication: |
2017
|
---|---|
Authors: | Ma, Guiyuan |
Other Persons: | Zhu, Song-Ping (contributor) ; Chen, Wenting (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | EU-Staaten | EU countries | Derivat | Derivative |
Extent: | 1 Online-Ressource (38 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 27, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2975887 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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