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A Leland model for delta hedging in central risk books - MaRDI portal

A Leland model for delta hedging in central risk books (Q6146669)

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scientific article; zbMATH DE number 7797360
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English
A Leland model for delta hedging in central risk books
scientific article; zbMATH DE number 7797360

    Statements

    title
    A Leland model for delta hedging in central risk books (English)
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    publication date
    31 January 2024
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    zbMATH Keywords
    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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    Identifiers

    DOI
    10.1111/mafi.12395
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    zbMATH DE Number
    7797360
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    OpenAlex ID
    W4376139003
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