MODIFIED LELAND’S STRATEGY FOR A CONSTANT TRANSACTION COSTS RATE (Q4919619)
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scientific article; zbMATH DE number 6163075
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MODIFIED LELAND’S STRATEGY FOR A CONSTANT TRANSACTION COSTS RATE |
scientific article; zbMATH DE number 6163075 |
Statements
MODIFIED LELAND’S STRATEGY FOR A CONSTANT TRANSACTION COSTS RATE (English)
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14 May 2013
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Black-Scholes formula
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transaction costs
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Leland's strategy
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approximate hedging
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