Risk Management in Energy Sector Using Short Call Ladder Strategy

Monika Harcarikova and Michal Soltes ()

Montenegrin Journal of Economics, 2016, vol. 12, issue 3, 39-54

Abstract: The purpose of the paper is to focus on selected aspects of the hedging using of Short Call Ladder strategy created by barrier options. Given barrier option strategies belong to the appropriate tools widely used for risk management with an effective solution for limiting the loss from underlying asset´s price development.

Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:mje:mjejnl:v:12:y:2016:i:3:p:39-54

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