MODIFIED LELAND’S STRATEGY FOR A CONSTANT TRANSACTION COSTS RATE (Q4919619): Difference between revisions

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+https://doi.org/10.1111/j.1467-9965.2011.00498.x
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+W2117166983
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@@ Property / cites work @@
+Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs
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+Mean square error for the Leland-Lott hedging strategy: convex pay-offs
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+Q3656122
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+Leland's Approach to Option Pricing: The Evolution of a Discontinuity
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+On Leland's strategy of option pricing with transactions costs
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+Limit theorem for Leland's strategy
@@ Property / cites work: Limit theorem for Leland's strategy / rank @@
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