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
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 12:23, 7 February 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
