A Comparison of Different Families of Put-Write Option Strategies

Lucia Del Chicca, Gerhard Larcher

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)1-14
Number of pages14
JournalACRN Journal of Finance and Risk Perspectives
Volume1
Issue number1
Publication statusPublished - 2012

Fields of science

  • 101025 Number theory
  • 101007 Financial mathematics

JKU Focus areas

  • Computation in Informatics and Mathematics

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