Comments on "Hedging errors with Leland's option model in the presence of transaction costs"
Hayne E. Leland
| Year of publication: |
2007
|
|---|---|
| Authors: | Leland, Hayne Ellis |
| Other Persons: | Zhao, Yonggan (contributor) ; Ziemba, William T. (contributor) |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 4.2007, 3, p. 200-202
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| Subject: | Optionspreistheorie | Option pricing theory | Hedging | Transaktionskosten | Transaction costs |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003702460