Option contract strategies with risk-aversion and emergency purchase

Xiaoyong Yuan, Gongbing Bi, Baofeng Zhang, Yugang Yu. Option contract strategies with risk-aversion and emergency purchase. ITOR, 27(6):3079-3103, 2020. [doi]

Authors

Xiaoyong Yuan

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Gongbing Bi

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Baofeng Zhang

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Yugang Yu

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