Optimization of covered call strategies (Q1676482)

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scientific article
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English
Optimization of covered call strategies
scientific article

    Statements

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

    Mathematics Subject Classification ID
    91G10
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    91G20
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    91G70
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    zbMATH DE Number
    6804652
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