Quotation Larcher, Gerhard, Del Chicca, Lucia, Szölgyenyi, Michaela. 2013. Modeling and Performance of Certain Put-Write-Strategies. The Journal of Alternative Investments 15 (4): S. 74-86.


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The Journal of Alternative Investments

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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Journal of Alternative Investments
Language English
Title Modeling and Performance of Certain Put-Write-Strategies
Volume 15
Number 4
Year 2013
Page from 74
Page to 86
Reviewed? Y

Associations

People
Szölgyenyi, Michaela (Former researcher)
External
Del Chicca, Lucia (JKU Linz, Austria)
Larcher, Gerhard (JKU Linz, Austria)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (ÖSTAT Classification 'Statistik Austria')
1117 Actuarial mathematics (Details)
1118 Probability theory (Details)
1137 Financial mathematics (Details)
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