Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Omer Faraj S. Amaitiek"'
Publikováno v:
Acta Montanistica Slovaca, Vol 15, Iss 3, Pp 171-182 (2010)
The paper presents a new approach to the formation of Short Call Ladder (SCL) strategy based on the functions of profit. Anoptimal algorithm for the use of this strategy in trading is introduced as well. Furthermore, this paper is focused on the appl
Externí odkaz:
https://doaj.org/article/88443498adac41a79b261d66b77b8532
Autor:
Vincent Soltés, Omer Faraj S. Amaitiek
Publikováno v:
Theory, Methodology, Practice, Vol 6, Iss 02 (2010)
The first aim of this paper is to propose another way of an option strategy formation known as Short Put Ladder, describe the functions of profit in their analytical forms and propose an optimal algorithm for the use of this strategy in trading. The
Externí odkaz:
https://doaj.org/article/1befe8ac7b344832ade8609e875f0158