Valuation of general contingent claims with short selling bans : an equal-risk pricing approach
Guiyuan Ma, Song-Ping Zhu, Ivan Guo
| Year of publication: |
2022
|
|---|---|
| Authors: | Ma, Guiyuan ; Zhu, Song-Ping ; Guo, Ivan |
| Subject: | Equal-risk pricing (ERP) | non-monotonic payoff | short selling bans | valuation of contingent claims | Leerverkauf | Short selling | Optionspreistheorie | Option pricing theory | CAPM | Wertpapierhandel | Securities trading | Finanzmarktregulierung | Financial market regulation | ERP-System | ERP system |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024922500224 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013371196