Mauricio Díaz, Roy H. Kwon. Optimization of covered call strategies. Optimization Letters, 11(7):1303-1317, 2017. [doi]
@article{DiazK17,
title = {Optimization of covered call strategies},
author = {Mauricio Díaz and Roy H. Kwon},
year = {2017},
doi = {10.1007/s11590-016-1083-8},
url = {https://doi.org/10.1007/s11590-016-1083-8},
researchr = {https://researchr.org/publication/DiazK17},
cites = {0},
citedby = {0},
journal = {Optimization Letters},
volume = {11},
number = {7},
pages = {1303-1317},
}