Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Optimization of covered call strategies - MaRDI portal

Optimization of covered call strategies (Q1676482)

From MaRDI portal





scientific article; zbMATH DE number 6804652
Language Label Description Also known as
English
Optimization of covered call strategies
scientific article; zbMATH DE number 6804652

    Statements

    title
    Optimization of covered call strategies (English)
    0 references
    author
    Mauricio Diaz
    0 references
    Roy H. Kwon
    0 references
    publication date
    9 November 2017
    0 references
    zbMATH Keywords
    portfolio optimization
    0 references
    call options
    0 references
    covered call writing
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G10
    0 references
    91G20
    0 references
    91G70
    0 references
    zbMATH DE Number
    6804652
    0 references
    OpenAlex ID
    W2521931003
    0 references
     
    Retrieved from "https://mardi.schubotz.org/w/index.php?title=Item:Q1676482&oldid=43273466"
    Powered by MediaWiki