Šoltés, Vincent; Amaitiek, Omer Faraj S. - In: Journal of Advanced Studies in Finance I (2010) 1, pp. 100-107
The paper proposes a generalization of a strategy known as the Long Two Buy One Ratio Put or Put Backspread Strategy. Moreover, it proposes an application of the strategy in hedging against a price drop of the underlying asset to a future date in a way which enables hedging with zero cost. We...