Pricing European call options under a hard-to-borrow stock model (Q2009590)
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scientific article; zbMATH DE number 7138645
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing European call options under a hard-to-borrow stock model |
scientific article; zbMATH DE number 7138645 |
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Pricing European call options under a hard-to-borrow stock model (English)
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29 November 2019
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hard-to-borrow stock
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buy-in rate
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regulation SHO
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option pricing
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ADI scheme
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