1,745,061 research outputs found
Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate
No full textWe study the Leland model for hedging portfolios in the presence of a constant proportional transaction costs coefficient. The modified Leland's strategy recently defined by the second author, contrarily to the classical one, ensures the asymptotic replication of a large class of payoff. In this setting, we prove a limit theorem for the deviation between the real portfolio and the payoff. As Pergamenshchikov did in the framework of the usual Leland's strategy, we identify the rate of convergence and the associated limit distribution. This rate turns out to be improved using the modified strategy and non periodic revision dates.Asymptotic hedging ; Leland-Lott strategy ; Transaction costs ; Martingale limit theorem.
Leland DuVall papers, 1965-1984
No full textThis collection contains articles (1980-1984), speech transcripts (ca. 1967), and photographs (1974) of Leland DuVall, an editorial columnist for theLeland DuVall papers, 1965-198
Sweet, Leland Oral History
No full textRecorded oral history of Leland and Harriet Sweet and their memories of events and everyday life in Monroe, Michigan
Land Grant Application- Leland, Ebenezer (Brooksville)
No full textLand grant application submitted to the Maine Land Office on behalf of Ebenezer Leland for service in the Revolutionary War, by their widow Mary.https://digitalmaine.com/revolutionary_war_me_land_office/1556/thumbnail.jp
Land Grant Application- Leland, Henry (Sangerville)
No full textLand grant application submitted to the Maine Land Office on behalf of Henry Leland for service in the Revolutionary War, by their widow Sarah.https://digitalmaine.com/revolutionary_war_me_land_office/1557/thumbnail.jp
Richard Seaman Lecture: Leland Boren
No full textThe Richard Seaman Lecture features a conversation with LeLand Boren, Marty Songer, and Eugene Habecker
Mickey Leland and Alison Leland
No full textMickey Leland and Alison Lelandhttps://digitalscholarship.tsu.edu/mla_mlavc_photos9/1300/thumbnail.jp
Leland Birthday Celebration \u27The Mickey Leland Center is Keeping The Leland Legacy Alive! Program 11/21/1991
No full textLeland Birthday Celebration \u27The Mickey Leland Center is Keeping The Leland Legacy Alive! Program 11/21/199
Mickey Leland at Harvard University
No full textMickey Leland Haarvardhttps://digitalscholarship.tsu.edu/mla_mlavc_photos1/1003/thumbnail.jp
Mickey Leland; ALISON LELAND with LARRY HAGMAN;1983
No full textMickey Leland; ALISON LELAND with LARRY HAGMAN;1983https://digitalscholarship.tsu.edu/mla_mlavc_photos5/1013/thumbnail.jp
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