Work

Mean square error for the Leland–Lott hedging strategy: convex pay-offs

Year: 2010

Type: article

Source: Finance and Stochastics

DOI: 10.1007/s00780-010-0130-z

Authors: Emmanuel Denis, Yuri Kabanov

Institutions: Boston University, Université de Franche-Comté, Central Economics and Mathematics Institute

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2250852382

FWCI: 4.448

Cites: 19

Cited by: 24

Related to: 10