• Author/Authors

    Christine X. Jiang، نويسنده , , Jang-Chul Kim، نويسنده , , Robert A. Wood، نويسنده ,

  • DocumentNumber
    1161420
  • 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

  • شماره ركورد
    1104
  • From Page
    323
  • NaturalLanguageKeyword
    Stock splits , Adverse selection , Trading activity , Volatility , American Depository Receipts
  • JournalTitle
    Studia Iranica
  • To Page
    345
  • To Page
    345
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=44&DC=1104