The Dynamic Operation of Protected Short Straddle Strategy with an Application to TXO
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 100 === This study intends to investigate the performances of protected short straddle strategies with and without dynamic adjustment implemented in TXO market in nearly eight years. The protected short straddle strategies are constructed with the near month options...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/ajzzxq |