Basson, L. J.; van den Berg, Lee; Van Vuuren, Gary - In: Cogent economics & finance 6 (2018) 1, pp. 1-17
Zero-cost collars are option-based strategies which-by matching prices received and paid for the component derivatives … options and the sale of two put options. By choosing appropriate strikes, this assembly may also be structured such that it … provides a costless investment strategy. Rolling strategies involve the purchase and later sale of the derivative components at …
