Mean Square Error for the Leland-Lott Hedging Strategy : Convex Pay-Off
Year of publication: |
2012
|
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Authors: | Lepinette, Emmanuel |
Other Persons: | Kabanov, Youri (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Hedging | Theorie | Theory | Portfolio-Management | Portfolio selection | Black-Scholes-Modell | Black-Scholes model | Transaktionskosten | Transaction costs | Optionsgeschäft | Option trading | Martingal | Martingale |
Extent: | 1 Online-Ressource (42 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Finance Stochastics, Vol. 14, No. 4, 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 12, 2012 erstellt |
Classification: | G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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