Optimal option portfolio strategies

Funding: Portuguese Foundation for Science and Technology-FCT (grant nr. PTDC/EGE-ECO/119683/2010)

Bibliographic Details
Main Author: Faias, José Afonso (author)
Other Authors: Santa-Clara, Pedro (author)
Format: article
Language:eng
Published: 2019
Subjects:
Online Access:https://doi.org/10.1017/S0022109016000831
Country:Portugal
Oai:oai:run.unl.pt:10362/67617