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Artykuły w czasopismach na temat "Leland strategy"
Palmowski, Zbigniew, José Luis Pérez, Budhi Arta Surya i Kazutoshi Yamazaki. "The Leland–Toft optimal capital structure model under Poisson observations". Finance and Stochastics 24, nr 4 (17.07.2020): 1035–82. http://dx.doi.org/10.1007/s00780-020-00431-6.
Pełny tekst źródłaDenis, Emmanuel, i Yuri Kabanov. "Mean square error for the Leland–Lott hedging strategy: convex pay-offs". Finance and Stochastics 14, nr 4 (21.07.2010): 625–67. http://dx.doi.org/10.1007/s00780-010-0130-z.
Pełny tekst źródłaSURYA, BUDHI ARTA, i KAZUTOSHI YAMAZAKI. "OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS". International Journal of Theoretical and Applied Finance 17, nr 02 (marzec 2014): 1450013. http://dx.doi.org/10.1142/s0219024914500137.
Pełny tekst źródłaVanden, Joel M. "Asset Substitution and Structured Financing". Journal of Financial and Quantitative Analysis 44, nr 4 (sierpień 2009): 911–51. http://dx.doi.org/10.1017/s0022109009990226.
Pełny tekst źródłaRosenau, M. "ISO 9001: The standard companion by Leland R. Beaumont. Middleton, NJ: ISO Easy, 1993. 26 pages. $17.95". Journal of Product Innovation Management 12, nr 2 (marzec 1995): 181. http://dx.doi.org/10.1016/0737-6782(95)90020-9.
Pełny tekst źródłatik, Ota. "On Programme Proposals for Social Democratic Parties. A Reply to Leland G. Stauber". Economic and Industrial Democracy 11, nr 1 (luty 1990): 147–52. http://dx.doi.org/10.1177/0143831x90111009.
Pełny tekst źródłaNguyen, Richard P., i S. J. K. Rao. "Discussion of “Educating Construction Managers” by Leland S. Riggs (June, 1988, Vol. 114, No. 2)". Journal of Construction Engineering and Management 115, nr 4 (grudzień 1989): 638–40. http://dx.doi.org/10.1061/(asce)0733-9364(1989)115:4(638).
Pełny tekst źródłaRiggs, Leland S. "Closure to “ Educating Construction Managers ” by Leland S. Riggs (June, 1988, Vol. 114, No. 2)". Journal of Construction Engineering and Management 115, nr 4 (grudzień 1989): 640–42. http://dx.doi.org/10.1061/(asce)0733-9364(1989)115:4(640).
Pełny tekst źródłaKersten, Holger. "The Creative Potential of Dialect Writing in Later-Nineteenth-Century America". Nineteenth-Century Literature 55, nr 1 (1.06.2000): 92–117. http://dx.doi.org/10.2307/2903058.
Pełny tekst źródłaMarbun, Firdaus. "LELANG LEBUNG: EKSPANSI KEKUASAAN, KESADARAN EKOLOGIS DAN STRATEGI EKONOMI". Patanjala : Jurnal Penelitian Sejarah dan Budaya 10, nr 3 (8.11.2018): 369. http://dx.doi.org/10.30959/patanjala.v10i3.388.
Pełny tekst źródłaRozprawy doktorskie na temat "Leland strategy"
Cai, Jiatu. "Méthodes asymptotiques en contrôle stochastique et applications à la finance". Sorbonne Paris Cité, 2016. http://www.theses.fr/2016USPCC338.
Pełny tekst źródłaIn this thesis, we study several mathematical finance problems related to the presence of market imperfections. Our main approach for solving them is to establish a relevant asymptotic framework in which explicit approximate solutions can be obtained for the associated control problems. In the first part of this thesis, we are interested in the pricing and hedging of European options. We first consider the question of determining the optimal rebalancing dates for a replicating portfolio in the presence of a drift in the underlying dynamics. We show that in this situation, it is possible to generate positive returns while hedging the option and describe a rebalancing strategy which is asymptotically optimal for a mean-variance type criterion. Then we propose an asymptotic framework for options risk management under proportional transaction costs. Inspired by Leland’s approach, we develop an alternative way to build hedging portfolios enabling us to minimize hedging errors. The second part of this manuscript is devoted to the issue of tracking a stochastic target. The agent aims at staying close to the target while minimizing tracking efforts. In a small costs asymptotics, we establish a lower bound for the value function associated to this optimization problem. This bound is interpreted in term of ergodic control of Brownian motion. We also provide numerous examples for which the lower bound is explicit and attained by a strategy that we describe. In the last part of this thesis, we focus on the problem of consumption-investment with capital gains taxes. We first obtain an asymptotic expansion for the associated value function that we interpret in a probabilistic way. Then, in the case of a market with regime-switching and for an investor with recursive utility of Epstein-Zin type, we solve the problem explicitly by providing a closed-form consumption-investment strategy. Finally, we study the joint impact of transaction costs and capital gains taxes. We provide a system of corrector equations which enables us to unify the results in [ST13] and [CD13]
Książki na temat "Leland strategy"
Anuar, Abdul Rahim, i Zulikha Jamaludin. Ekonomi Internet konsep, dampak, pengukuran & strategi pengurusan. UUM Press, 2009. http://dx.doi.org/10.32890/9789685311390.
Pełny tekst źródłaCzęści książek na temat "Leland strategy"
Darses, Sébastien, i Emmanuel Lépinette. "Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient". W Inspired by Finance, 159–99. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-02069-3_8.
Pełny tekst źródłaStreszczenia konferencji na temat "Leland strategy"
Gamys, Moussa, i Yuri Kabanov. "Mean Square Error for the Leland–Lott Hedging Strategy". W Proceedings of the 2008 Daiwa International Workshop on Financial Engineering. WORLD SCIENTIFIC, 2009. http://dx.doi.org/10.1142/9789814273473_0001.
Pełny tekst źródłaWu, Shuo. "A numerical study on Leland's strategy". W International Conference on Statistics, Applied Mathematics, and Computing Science (CSAMCS 2021), redaktorzy Ke Chen, Nan Lin, Romeo Meštrović, Teresa A. Oliveira, Fengjie Cen i Hong-Ming Yin. SPIE, 2022. http://dx.doi.org/10.1117/12.2627641.
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