VALUATION OF GENERAL CONTINGENT CLAIMS WITH SHORT SELLING BANS: AN EQUAL-RISK PRICING APPROACH
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Publication:5866979
DOI10.1142/S0219024922500224zbMath1496.91087arXiv1910.04960OpenAlexW4287960625MaRDI QIDQ5866979
Guiyuan Ma, Ivan Guo, Song-Ping Zhu
Publication date: 22 September 2022
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.04960
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