Shadow costs of incomplete information and short sales in the valuation of the firm and its assets
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- 作者：Mondher Bellalaha ; ⁎ ; Mondher.Bellalah@gmail.com" class="auth_mail" title="E-mail the corresponding author
- 关键词：G3 ; G31 ; G32 ; G33
- 刊名：The North American Journal of Economics and Finance
- 出版年：2016
- 出版时间：July 2016
- 年：2016
- 卷：37
- 期：Complete
- 页码：406-419
- 全文大小：253 K
文摘
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Valuation of compound options within costs of incomplete information and short sales.
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We provide analytic solutions for derivatives under market imperfections.
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Our model is useful for the pricing of several corporate and real options.