Model for Constructing an Options Portfolio with a Certain Payoff Function
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- Garrett, Stephen, 2013. "An Introduction to the Mathematics of Finance," Elsevier Monographs, Elsevier, edition 2, number 9780080982403.
- Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2011. "Optimizing international portfolios with options and forwards," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3188-3201.
- Das, Sanjiv R. & Statman, Meir, 2013. "Options and structured products in behavioral portfolios," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 137-153.
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