The Empirical Performance of TXO Sell Strangle StrategiesThe Empirical Performance of TXO Sell Strangle Strategies
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 98 === We discuss the return of Sell Strangle strategies based on exercise price ranges with different degrees of out of the money by separating the exercise prices into asymmetric price range and symmetric one. Which of performance of the Sell Strangle strategies...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/69886900821652607831 |