Matches in SemOpenAlex for { <https://semopenalex.org/work/W3003203423> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W3003203423 abstract "As the Securities and Exchange Commission(SEC) has implemented a new regulation on short-sellings, short-sellers are required to repurchase stocks once the clearing risk rises to a certain level. Avellaneda and Lipkin proposed a fully coupled SDE system to describe the mechanism which is referred as Hard-To-Borrow(HTB) models. Guiyuan Ma obtained the PDE system for both American and European options. There is a technical error in Guiyuan Ma where two correlated Brownian motion should be converted before change of measure. In this paper, I will provide supplement conditions." @default.
- W3003203423 created "2020-02-07" @default.
- W3003203423 creator A5018814025 @default.
- W3003203423 date "2020-01-28" @default.
- W3003203423 modified "2023-09-25" @default.
- W3003203423 title "Change of measure under the hard-to-borrow model" @default.
- W3003203423 cites W1503295912 @default.
- W3003203423 cites W1563765594 @default.
- W3003203423 cites W2064978316 @default.
- W3003203423 cites W2077791698 @default.
- W3003203423 cites W2141436719 @default.
- W3003203423 cites W2757851974 @default.
- W3003203423 cites W2889428656 @default.
- W3003203423 cites W2939256339 @default.
- W3003203423 hasPublicationYear "2020" @default.
- W3003203423 type Work @default.
- W3003203423 sameAs 3003203423 @default.
- W3003203423 citedByCount "0" @default.
- W3003203423 crossrefType "posted-content" @default.
- W3003203423 hasAuthorship W3003203423A5018814025 @default.
- W3003203423 hasConcept C10138342 @default.
- W3003203423 hasConcept C105795698 @default.
- W3003203423 hasConcept C112401455 @default.
- W3003203423 hasConcept C124101348 @default.
- W3003203423 hasConcept C134697681 @default.
- W3003203423 hasConcept C144133560 @default.
- W3003203423 hasConcept C144237770 @default.
- W3003203423 hasConcept C149782125 @default.
- W3003203423 hasConcept C162324750 @default.
- W3003203423 hasConcept C2776034101 @default.
- W3003203423 hasConcept C2780009758 @default.
- W3003203423 hasConcept C33923547 @default.
- W3003203423 hasConcept C41008148 @default.
- W3003203423 hasConceptScore W3003203423C10138342 @default.
- W3003203423 hasConceptScore W3003203423C105795698 @default.
- W3003203423 hasConceptScore W3003203423C112401455 @default.
- W3003203423 hasConceptScore W3003203423C124101348 @default.
- W3003203423 hasConceptScore W3003203423C134697681 @default.
- W3003203423 hasConceptScore W3003203423C144133560 @default.
- W3003203423 hasConceptScore W3003203423C144237770 @default.
- W3003203423 hasConceptScore W3003203423C149782125 @default.
- W3003203423 hasConceptScore W3003203423C162324750 @default.
- W3003203423 hasConceptScore W3003203423C2776034101 @default.
- W3003203423 hasConceptScore W3003203423C2780009758 @default.
- W3003203423 hasConceptScore W3003203423C33923547 @default.
- W3003203423 hasConceptScore W3003203423C41008148 @default.
- W3003203423 hasLocation W30032034231 @default.
- W3003203423 hasOpenAccess W3003203423 @default.
- W3003203423 hasPrimaryLocation W30032034231 @default.
- W3003203423 hasRelatedWork W2120949767 @default.
- W3003203423 hasRelatedWork W2154788861 @default.
- W3003203423 hasRelatedWork W2175526848 @default.
- W3003203423 hasRelatedWork W2211484512 @default.
- W3003203423 hasRelatedWork W2250218784 @default.
- W3003203423 hasRelatedWork W2269595350 @default.
- W3003203423 hasRelatedWork W2272734114 @default.
- W3003203423 hasRelatedWork W2280030895 @default.
- W3003203423 hasRelatedWork W2771047661 @default.
- W3003203423 hasRelatedWork W2940581545 @default.
- W3003203423 hasRelatedWork W2952711289 @default.
- W3003203423 hasRelatedWork W3022726368 @default.
- W3003203423 hasRelatedWork W3026165196 @default.
- W3003203423 hasRelatedWork W3121914009 @default.
- W3003203423 hasRelatedWork W3121930323 @default.
- W3003203423 hasRelatedWork W3122056007 @default.
- W3003203423 hasRelatedWork W3123765188 @default.
- W3003203423 hasRelatedWork W3123791363 @default.
- W3003203423 hasRelatedWork W41498980 @default.
- W3003203423 hasRelatedWork W2613530975 @default.
- W3003203423 isParatext "false" @default.
- W3003203423 isRetracted "false" @default.
- W3003203423 magId "3003203423" @default.
- W3003203423 workType "article" @default.