• 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 ,

  • Pages
    23
  • From page
    323
  • To page
    345
  • Keywords
    Stock splits , Adverse selection , Trading activity , Volatility , American Depository Receipts
  • Journal title
    Astroparticle Physics
  • Record number

    230804

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=230804