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Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient

ERN: Econometric Studies of Derivatives Markets (Topic) Pub Date : 2012-04-12 DOI:10.1007/978-3-319-02069-3_8
Sébastien Darses, E. Lépinette
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交易成本系数不变的修正Leland对冲策略的均方误差及极限定理
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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ERN: Econometric Studies of Derivatives Markets (Topic)
ERN: Econometric Studies of Derivatives Markets (Topic)
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