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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
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An empirical analysis of option pricing with short sell bans
Alfeus, Mesias; He, Xin-Jiang; Zhu, Song-Ping - In: International journal of theoretical and applied … 25 (2022) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10013371029
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Valuation of general contingent claims with short selling bans : an equal-risk pricing approach
Ma, Guiyuan; Zhu, Song-Ping; Guo, Ivan - In: International journal of theoretical and applied … 25 (2022) 4/5, pp. 1-33
Persistent link: https://www.econbiz.de/10013371196