The Short Put Ladder Strategy and its Application in Trading and Hedging
The first aim of this paper is to propose another way of an option strategy formation known as Short Put Ladder, describe the functions of profit in their analytical forms and propose an optimal algorithm for the use of this strategy in trading. The other goal is to propose the application of the S...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Miskolc
2010-12-01
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| Series: | Theory, Methodology, Practice |
| Subjects: | |
| Online Access: | https://ojs.uni-miskolc.hu/index.php/tmp/article/view/1366 |