Article ID Journal Published Year Pages File Type
982073 Procedia Economics and Finance 2012 5 Pages PDF
Abstract

The aim of this article is to develop new option strategy, formulate optimal algorithm of its creation and using this new strategy to develop a new type of investment certificate from the point of view of its issuer. We provide algorithm for issuer, which can be used also by individual investor. The paper was elaborated within the project VEGA 2/0004/12.

Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics