The time value of options and writing strategies
This study examines the pattern of stock option time value decay and the implications of the time value decay pattern for option writing strategies. I also consider the returns to various options writing strategies. The central question is whether option writers can utilize a writing strategy that c...
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| Format: | Others |
| Language: | en |
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University of Saskatchewan
2010
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| Online Access: | http://library.usask.ca/theses/available/etd-06102010-234455/ |