Mean square error for the Leland-Lott hedging strategy : convex pay-offs
Emmanuel Denis; Yuri Kabanov
| Year of publication: |
2010
|
|---|---|
| Authors: | Denis, Emmanuel ; Kabanov, Jurij M. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 14.2010, 4, p. 625-667
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Transaktionskosten | Transaction costs | Optionsgeschäft | Option trading | Hedging | Martingal | Martingale | Portfolio-Management | Portfolio selection | Theorie | Theory |
| 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/10008823687