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On Leland’s Option Hedging Strategy with Transaction Costs ∗ Yonggan Zhao† and William T. Ziemba‡ July 26, 2003 JEL Classification: B23 C15 C61 G13.

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Abgeschlossene Abschlussarbeiten. Forecasting Value-at-Risk for an option. on the risk-neutral density functions embedded in S&P 500 index.

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The Arithmetic of Futures Trading To say that gains and losses in futures trading are the result of price changes is an accurate explanation but by no.

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Federal Register/Vol. 77, No. 192/Wednesday, October 3, 2012/Notices 60489 1 15 U.S.C. 78s(b)(1). 2 17 CFR 240.19b–4. 3 15 U.S.C. 78s(b)(3)(A)(iii).

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