Mean square error for the Leland-Lott hedging strategy
Moussa Gamys and Yuri Kabanov
| Year of publication: |
2009
|
|---|---|
| Authors: | Gamys, Moussa ; Kabanov, Jurij M. |
| Published in: |
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering. - Singapore : World Scientific Pub Co Inc, ISBN 981-4273-46-5. - 2009, p. 1-25
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| Subject: | Hedging | Theorie | Theory | Portfolio-Management | Portfolio selection | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Transaktionskosten | Transaction costs |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003871153