Pages that link to "Item:Q2757318"

The following pages link to Leland's Approach to Option Pricing: The Evolution of a Discontinuity (Q2757318):

Displaying 9 items.

• Mean square error for the Leland-Lott hedging strategy: convex pay-offs (Q650775) (← links)
• Convergence and optimality of BS-type discrete hedging strategy under stochastic interest rate (Q763624) (← links)
• Limit theorem for Leland's strategy (Q1425487) (← links)
• Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683) (← links)
• How fast does it diverge? Discrete hedging error with transaction costs (Q2046239) (← links)
• Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs (Q3063878) (← links)
• EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
• MODIFIED LELAND’S STRATEGY FOR A CONSTANT TRANSACTION COSTS RATE (Q4919619) (← links)
• APPROXIMATE HEDGING PROBLEM WITH TRANSACTION COSTS IN STOCHASTIC VOLATILITY MARKETS (Q5283405) (← links)