The instantaneous return and volatility of a covered call position
Year of publication: |
2015
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Authors: | Edwards, Craig Steven |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 22.2015, 13/15, p. 1059-1063
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Subject: | covered call | equity options | instantaneous risk | investment management | Volatilität | Volatility | Kapitaleinkommen | Capital income | Experiment | Portfolio-Management | Portfolio selection | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Risiko | Risk |
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