Optimization of covered calls under uncertainty (Q2218910): Difference between revisions
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Revision as of 19:07, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization of covered calls under uncertainty |
scientific article |
Statements
Optimization of covered calls under uncertainty (English)
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18 January 2021
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covered call
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options
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portfolio optimization
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utility optimization
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stochastic programming
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progressive hedging
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