The performance of model based option trading strategies
Year of publication: |
2013
|
---|---|
Authors: | Eraker, Bjørn |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 16.2013, 1, p. 1-23
|
Subject: | Dynamic trading | Options returns | Stochastic volatility | Mean-variance | Experiment | Optionsgeschäft | Option trading | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance |
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