Title of article :
Assuming that the financial market is complete and distinguishing between market risk and idiosyncratic risk, we obtain a new pricing formula for a European call where the parameters include the volatilities of the market factor and that of the stock. Suc
Author/Authors :
Christine X. Jiang، نويسنده , , Jang-Chul Kim، نويسنده , , Robert A. Wood، نويسنده ,
Keywords :
Stock splits , Adverse selection , Volatility , American Depository Receipts , Trading activity
Journal title :
Astroparticle Physics
