Comments on and corrigendum to "Hedging errors with Leland's option model in the presence of transaction costs" [Finance Research Letters 4 (2007) 49-58]
Year of publication: |
2007
|
---|---|
Authors: | Zhao, Yonggan ; Ziemba, William T. |
Published in: |
Finance Research Letters. - Elsevier, ISSN 1544-6123. - Vol. 4.2007, 3, p. 196-199
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Intertemporal Mean-Variance Efficiency with a Markovian State Price Density
Zhao, Yonggan, (2003)
-
Hedging errors with Leland's option model in the presence of transaction costs
Zhao, Yonggan, (2007)
-
Optimal capital growth with convex shortfall penalties
MacLean, Leonard C., (2014)
- More ...