Click to login and read the full article.
Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600
Abstract
The purpose of this article is to present new combinations of market-neutral option strategies. The advantage of these new models over classic market-neutral option strategies, such as the straddle, is that they can sustain larger volatility swings of the underlying security. The models are derived and additional variations are suggested and compared.
- © 2010 Pageant Media Ltd
Don’t have access? Click here to request a demo
Alternatively, Call a member of the team to discuss membership options
US and Overseas: +1 646-931-9045
UK: 0207 139 1600
Log in using your username and password
In this issue
Innovative Option Combinations: Enhancing the Straddle
Jump to section
Similar Articles
Cited By...
- No citing articles found.