Leland's approach to option pricing : the evolution of a discontinuity
Peter Grandits; Werner Schachinger
| Year of publication: |
2001
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|---|---|
| Authors: | Grandits, Peter ; Schachinger, Werner |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 11.2001, 3, p. 347-355
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| Subject: | Hayne Ellis Leland | Optionspreistheorie | Option pricing theory | Hedging | Transaktionskosten | Transaction costs | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Mathematical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001651168