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Hedging errors with Leland's option model in the presence of transaction costs
Zhao, Yonggan; Ziemba, William T. - In: Finance Research Letters 4 (2007) 1, pp. 49-58
Persistent link: https://www.econbiz.de/10005397350
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Comments on and corrigendum to "Hedging errors with Leland's option model in the presence of transaction costs" [Finance Research Letters 4 (2007) 49-58]
Zhao, Yonggan; Ziemba, William T. - In: Finance Research Letters 4 (2007) 3, pp. 196-199
Persistent link: https://www.econbiz.de/10005397368
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Cointegration analysis of the Fed model
Koivu, Matti; Pennanen, Teemu; Ziemba, William T. - In: Finance Research Letters 2 (2005) 4, pp. 248-259
Persistent link: https://www.econbiz.de/10005397392