OPTIONS SPREAD TRADING STRATEGIES: LONG POSITION ANALYSIS
Options trading can involve more that one option called options spread. In trading, long position traders expect a relatively high return with low risk exposure. Optimal strike price and strike date to buy an options spread can be determined using a multi objective optimization method: Non-dominated...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/19862 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |