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~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~person:"Zhu, Song-Ping"
~subject:"Volatility"
~subject:"Volatilität"
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Zhu, Song-Ping
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A revised option
pricing
formula with the underlying being banned from short selling
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 935-948
Persistent link: https://www.econbiz.de/10012262638
Saved in:
2
A new closed-form formula for
pricing
European options under a skew Brownian motion
Zhu, Song-Ping
;
He, Xin-Jiang
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 1063-1074
Persistent link: https://www.econbiz.de/10012244440
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