Pricing European call options under a hard-to-borrow stock model
Ma, Guiyuan, Zhu, Song-Ping, Chen, WentingVolume:
357
Language:
english
Journal:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2019.04.002
Date:
September, 2019
File:
PDF, 748 KB
english, 2019