Pricing European call options under a hard-to-borrow stock model
Work
Year: 2019
Type: article
Authors Guiyuan Ma, Song‐Ping Zhu, Wenting Chen
Institutions University of Wollongong, Jiangnan University
Cites: 21
Cited by: 5
Related to: 10
FWCI: 1.305
Citation percentile (by year/subfield): 71.83
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Funder Australian Research Council
Grant ID DP140102076