MODIFIED LELAND’S STRATEGY FOR A CONSTANT TRANSACTION COSTS RATE
Year of publication: |
2012
|
---|---|
Authors: | Lepinette, Emmanuel |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 22.2012, 4, p. 741-753
|
Saved in:
Saved in favorites
Similar items by person
-
Asymptotic arbitrage in large financial markets with friction
Lepinette, Emmanuel, (2012)
-
A model of self-regulation in banking industry
Aboura, Sofiane, (2014)
-
Modified Leland's strategy for a constant transaction costs rate
Lepinette, Emmanuel, (2012)
- More ...