Assessing Shock Volatility using Long Straddle Option Strategy: Evidence at IDX Composite

Assessing Shock Volatility using Long Straddle Option Strategy: Evidence at IDX Composite

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Bibliographic Details
Main Author: Riko Hendrawan
Format: Article
Language:English
Published: Universitas Merdeka Malang 2018-02-01
Series:Jurnal Keuangan dan Perbankan
Subjects:
Call Option
Option Straddle Strategy
Put Option
Shock Volatility
Online Access:http://jurnal.unmer.ac.id/index.php/jkdp/article/view/1707

Internet

http://jurnal.unmer.ac.id/index.php/jkdp/article/view/1707

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