Pages that link to "Item:Q1615799"
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The following pages link to Pricing derivatives in the presence of shadow costs of incomplete information and short sales (Q1615799):
Displaying 5 items.
- Valuation and martingale properties of shadow prices: an exposition (Q1583150) (← links)
- On information costs, short sales and the pricing of extendible options, steps and Parisian options (Q1615798) (← links)
- International capital asset pricing model: the case of asymmetric information and short-sale (Q2288899) (← links)
- Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales (Q2288915) (← links)
- The supply chain effect of monitoring cost (Q6091799) (← links)