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[Rezension von: Cox, John C., Option markets]
Leland, Hayne Ellis - In: Journal of economic literature 24 (1986) 4, pp. 1822-1824
Persistent link: https://www.econbiz.de/10001341858
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Comments on "Hedging errors with Leland's option model in the presence of transaction costs"
Leland, Hayne Ellis - In: Finance research letters 4 (2007) 3, pp. 200-202
Persistent link: https://www.econbiz.de/10003702460
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Leland's approach to option pricing : the evolution of a discontinuity
Grandits, Peter; Schachinger, Werner - In: Mathematical finance : an international journal of … 11 (2001) 3, pp. 347-355
Persistent link: https://www.econbiz.de/10001651168