A Leland model for delta hedging in central risk books (Q6146669)
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scientific article; zbMATH DE number 7797360
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Leland model for delta hedging in central risk books |
scientific article; zbMATH DE number 7797360 |
Statements
A Leland model for delta hedging in central risk books (English)
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31 January 2024
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adverse selection
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central risk book
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limit orders
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market making
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market microstructure
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market orders
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0.7557693123817444
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0.7471675276756287
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0.7465292811393738
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0.7404735088348389
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0.7384855151176453
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