Expected Time Value Decay of Options: Implications for...

Financial Review 2008 Vol. 43; Iss. 2

Expected Time Value Decay of Options: Implications for Put-Rolling Strategies

George F. Tannous, Clifton Lee-Sing
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Volume:
43
Year:
2008
Language:
english
Pages:
28
DOI:
10.1111/j.1540-6288.2008.00191.x
File:
PDF, 425 KB
english, 2008
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