Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient (Q4561931)
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scientific article; zbMATH DE number 6993393
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient |
scientific article; zbMATH DE number 6993393 |
Statements
Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient (English)
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13 December 2018
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option pricing
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transaction costs
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Leland strategy
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