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Option prices and costly short-selling · Study

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ArticleOption prices and costly short-selling

Adem Atmaz2019

Article2019

Option prices and costly short-selling

Adem Atmaz · Suleyman Basak

40 citations·0/0 files stored·Journal of Financial Economics

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Stochastic processes and financial applications Financial Markets and Investment Strategies Corporate Finance and Governance

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References

1973The Pricing of Options and Corporate Liabilities 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1993Dynamic Asset Pricing Theory.2000Transform Analysis and Asset Pricing for Affine Jump-diffusions

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2023Dynamic Equilibrium with Costly Short-Selling and Lending Market 2021Squeezing Shorts Through Social Media Platforms

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Year2019

Typearticle

Published2019-05-07

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations40

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.jfineco.2019.04.004

openalex_workW2583778258

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