The Short Call Ladder strategy and its application in trading and hedging
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 applicationof Short Call Ladder strategy in hedging ag...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Technical University of Kosice
2010-03-01
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| Series: | Acta Montanistica Slovaca |
| Subjects: | |
| Online Access: | http://actamont.tuke.sk/pdf/2010/n3/01_Amaitiek.pdf |