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Option pricing based on alternative jump size distributions
Chen, Jian; Ma, Chenghu - In: Frontiers of economics in China : selected publications … 11 (2016) 3, pp. 439-467
Persistent link: https://www.econbiz.de/10011597962
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Margins on short sales and equilibrium price indeterminacy
Ma, Chenghu; Hu, Jianqiang; Xu, Yifan - In: Journal of mathematical economics 74 (2018), pp. 79-92
Persistent link: https://www.econbiz.de/10012103973