On Leland's strategy of option pricing with transactions costs (Q1267818)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On Leland's strategy of option pricing with transactions costs |
scientific article |
Statements
On Leland's strategy of option pricing with transactions costs (English)
0 references
5 May 1999
0 references
limiting heding error
0 references
Leland strategy
0 references
approximate pricing
0 references
European call option
0 references