Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient (Q4561931): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 17:22, 5 March 2024
scientific article; zbMATH DE number 6993393
Language | Label | Description | Also known as |
---|---|---|---|
English | Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient |
scientific article; zbMATH DE number 6993393 |
Statements
Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient (English)
0 references
13 December 2018
0 references
option pricing
0 references
transaction costs
0 references
Leland strategy
0 references