An Optimal Timing Approach to Option Portfolio Risk Management

2013 ◽  
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Author(s):  
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Peng Liu
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Kandi Brown ◽  
William L. Hall ◽  
Robert Barrett ◽  
Patrick Gobb

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Vol 102 ◽  
pp. 87-125
Author(s):  
Hyo Chan Ju ◽  
Seung Hyo Chu ◽  
Hangsuck Lee

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