Risk value analysis of covered short call and protective put portfolio strategies
Year of publication: |
1999
|
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Authors: | Adam, Michael ; Maurer, Raimond |
Published in: |
Finanzmarkt und Portfolio-Management. - Luzern : [Verlag nicht ermittelbar], ISSN 1555-4961, ZDB-ID 635879-2. - Vol. 13.1999, 4, p. 431-449
|
Subject: | Optionsgeschäft | Option trading | Hedging | Rendite | Yield | Risiko | Risk | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Vergleich | Comparison | Theorie | Theory |
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