Optimal strategies with option compensation under mean reverting returns or volatilities
Crossref DOI link: https://doi.org/10.1007/s10287-017-0296-3
Published Online: 2017-12-30
Published Print: 2019-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Herzel, Stefano
Nicolosi, Marco http://orcid.org/0000-0001-8082-8876
Text and Data Mining valid from 2017-12-30
Article History
Received: 3 October 2017
Accepted: 22 December 2017
First Online: 30 December 2017