Hedging errors with Leland's option model in the presence of transaction costs
| Year of publication: |
2007
|
|---|---|
| Authors: | Zhao, Yonggan ; Ziemba, William T. |
| Published in: |
Finance Research Letters. - Elsevier, ISSN 1544-6123. - Vol. 4.2007, 1, p. 49-58
|
| Publisher: |
Elsevier |