On Leland's strategy of option pricing with transactions costs (Q1267818): Difference between revisions
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Revision as of 21:46, 28 February 2024
scientific article
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English | On Leland's strategy of option pricing with transactions costs |
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On Leland's strategy of option pricing with transactions costs (English)
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5 May 1999
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limiting heding error
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Leland strategy
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approximate pricing
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European call option
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