Comments on "Hedging errors with Leland's option model in the presence of transaction costs"
Year of publication: |
2007
|
---|---|
Authors: | Leland, Hayne Ellis |
Other Persons: | Zhao, Yonggan (contributor) ; Ziemba, William T. (contributor) |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 4.2007, 3, p. 200-202
|
Subject: | Transaktionskosten | Transaction costs | Optionspreistheorie | Option pricing theory | Hedging |
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