On information costs, short sales and the pricing of extendible options, steps and Parisian options
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- Mondher Bellalah & Yaosheng Xu & Detao Zhang, 2019. "Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales," Annals of Operations Research, Springer, vol. 281(1), pages 397-422, October.
More about this item
KeywordsInformation costs; Short sales; Pricing; Extendible options; Steps options; Parisian options;
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