Expected Time Value Decay of Options: Implications for Put-Rolling Strategies
| Year of publication: |
2008
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|---|---|
| Authors: | Tannous, Georgef ; Lee-Sing, Clifton |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 8643222. - Vol. 43.2008, 2, p. 191-218
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