Pricing derivatives in the presence of shadow costs of incomplete information and short sales (Q1615799)

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scientific article; zbMATH DE number 6969435
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English
Pricing derivatives in the presence of shadow costs of incomplete information and short sales
scientific article; zbMATH DE number 6969435

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    Pricing derivatives in the presence of shadow costs of incomplete information and short sales (English)
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    31 October 2018
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    pricing
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    incomplete information
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    differential equation
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    derivatives
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    information costs
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    short sales costs
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