Prices of derivative warrants considering their market characteristics and short-selling costs of underlying assets
Kwangil Bae, Soonhee Lee
| Year of publication: |
2022
|
|---|---|
| Authors: | Bae, Kwangil ; Lee, Soonhee |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 45.2022, p. 1-8
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| Subject: | Short-selling cost | Derivative warrants | Options | Bid–ask spread | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Optionsanleihe | Warrant bond | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102177 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014581630