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20092022
most citedActive margin system for margin loans using cash and stock as collateral and its application in Chinese market

1 citations · 2 across the 7 of their papers we have counts for

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q-fin.PR2009

Probabilities of Positive Returns and Values of Call Options

Guanghui Huang, Jianping Wan

The true probability of a European call option to achieve positive return is investigated under the Black-Scholes model. It is found that the probability is determined by those mar…