Boire, François-Michel; Reesor, R. Mark; Stentoft, Lars - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-21
corresponding symmetric put options. First, by comparing performance for pairs of call and (symmetric) put options for which the … long maturity call options on highly volatile assets. Finally, we show that our findings are not particular to using in …