Pages that link to "Item:Q1425487"

The following pages link to Limit theorem for Leland's strategy (Q1425487):

Displaying 16 items.

• Mean square error for the Leland-Lott hedging strategy: convex pay-offs (Q650775) (← links)
• Risk preference, option pricing and portfolio hedging with proportional transaction costs (Q1674295) (← links)
• Super-replication with fixed transaction costs (Q1737955) (← links)
• How fast does it diverge? Discrete hedging error with transaction costs (Q2046239) (← links)
• Approximate hedging for nonlinear transaction costs on the volume of traded assets (Q2516769) (← links)
• Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs (Q3063878) (← links)
• EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
• Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient (Q4561931) (← links)
• Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs (Q4586034) (← links)
• THE TRACKING ERROR RATE OF THE DELTA‐GAMMA HEDGING STRATEGY (Q4906531) (← links)
• MODIFIED LELAND’S STRATEGY FOR A CONSTANT TRANSACTION COSTS RATE (Q4919619) (← links)
• CALCULATION OF ASIAN OPTIONS FOR THE BLACK–SCHOLES MODEL (Q5042915) (← links)
• COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION (Q5061493) (← links)
• Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
• APPROXIMATE HEDGING PROBLEM WITH TRANSACTION COSTS IN STOCHASTIC VOLATILITY MARKETS (Q5283405) (← links)
• Hedging Problem for Asian Call Options with Transaction Costs (Q6112446) (← links)