On Leland's strategy of option pricing with transactions costs
type: Item
instance of: scholarly article
title: On Leland's strategy of option pricing with transactions costs
zbMATH Open document ID: 0911.90027
author: Mher M. Safarian
author: Yuri Kabanov
published in: Finance and Stochastics
publication date: 1999-05-05T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 1210557
zbMATH Keywords: limiting heding error
zbMATH Keywords: Leland strategy
zbMATH Keywords: approximate pricing
zbMATH Keywords: European call option
MaRDI profile type: Publication
full work available at URL: s007800050023
OpenAlex ID: W2085381482
DOI: 10.1007/S007800050023
description: scientific article; zbMATH DE number 1210557