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"Optimization of covered call strategies."

Mauricio Díaz, Roy H. Kwon (2017)

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DOI: 10.1007/S11590-016-1083-8

access: closed

type: Journal Article

metadata version: 2020-07-03

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  - https://dblp.org/rec/journals/ol/DiazK17
Mauricio Díaz, Roy H. Kwon:
Optimization of covered call strategies. Optim. Lett. 11(7): 1303-1317 (2017)

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