On Leland's strategy of option pricing with transactions costs (Q1267818)
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scientific article; zbMATH DE number 1210557
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Leland's strategy of option pricing with transactions costs |
scientific article; zbMATH DE number 1210557 |
Statements
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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