Optimization of covered call strategies
type: Item
instance of: scholarly article
title: Optimization of covered call strategies
zbMATH Open document ID: 1411.91494
author: Mauricio Diaz
author: Roy H. Kwon
published in: Optimization Letters
publication date: 2017-11-09T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6804652
zbMATH Keywords: portfolio optimization
zbMATH Keywords: call options
zbMATH Keywords: covered call writing
MaRDI profile type: Publication
full work available at URL: s11590-016-1083-8
OpenAlex ID: W2521931003
DOI: 10.1007/S11590-016-1083-8
description: scientific article; zbMATH DE number 6804652