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SHORT SELLING WITH MARGIN RISK AND RECALL RISK - MaRDI portal

SHORT SELLING WITH MARGIN RISK AND RECALL RISK (Q5066301)

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scientific article; zbMATH DE number 7499770
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English
SHORT SELLING WITH MARGIN RISK AND RECALL RISK
scientific article; zbMATH DE number 7499770

    Statements

    title
    SHORT SELLING WITH MARGIN RISK AND RECALL RISK (English)
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    author
    Kristoffer J. Glover
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    Hardy Hulley
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    publication date
    29 March 2022
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    zbMATH Keywords
    short selling
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    margin risk
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    recall risk
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    optimal stopping
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    free-boundary problem
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    limits to arbitrage
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    60G40
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    60J60
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    zbMATH DE Number
    7499770
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    arXiv ID
    1903.11804
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    OpenAlex ID
    W4205326264
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