Hedging errors with Leland's option model in the presence of transaction costs
Yonggan Zhao; William T. Ziemba
| Year of publication: |
2007
|
|---|---|
| Authors: | Zhao, Yonggan ; Ziemba, William T. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 4.2007, 1, p. 49-58
|
| Subject: | Optionspreistheorie | Option pricing theory | Hedging | Transaktionskosten | Transaction costs |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enth. in: Bd. 4 (2007), 3 (Sep.), Seite 196-199 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003442070