Forecasting out-of-the-money call option strike prices for bull option spreading strategies

Prasenjit Shil; David Enke; Sreeram Ramakrishnan

Forecasting out-of-the-money call option strike prices for bull option spreading strategies

Prasenjit Shil
, David Enke
, Sreeram Ramakrishnan

Engineering Management and Systems Engineering

Missouri University of Science and Technology

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Original language	English
Title of host publication	26th Annual National Conference of the American Society for Engineering Management 2005 - Organizational Transformation
Subtitle of host publication	Opportunities and Challenges, ASEM 2005
Pages	42-50
Number of pages	9
State	Published - 2005
Event	26th Annual National Conference of the American Society for Engineering Management 2005 - Organizational Transformation: Opportunities and Challenges, ASEM 2005 - Virginia Beach, VA, United States Duration: Oct 26 2005 → Oct 29 2005

Publication series

Name	26th Annual National Conference of the American Society for Engineering Management 2005 - Organizational Transformation: Opportunities and Challenges, ASEM 2005

Conference

Conference	26th Annual National Conference of the American Society for Engineering Management 2005 - Organizational Transformation: Opportunities and Challenges, ASEM 2005
Country/Territory	United States
City	Virginia Beach, VA
Period	10/26/05 → 10/29/05

ASJC Scopus Subject Areas

Organizational Behavior and Human Resource Management

Cite this

Shil, P., Enke, D., & Ramakrishnan, S. (2005). Forecasting out-of-the-money call option strike prices for bull option spreading strategies. In 26th Annual National Conference of the American Society for Engineering Management 2005 - Organizational Transformation: Opportunities and Challenges, ASEM 2005 (pp. 42-50). (26th Annual National Conference of the American Society for Engineering Management 2005 - Organizational Transformation: Opportunities and Challenges, ASEM 2005).

Forecasting out-of-the-money call option strike prices for bull option spreading strategies. / Shil, Prasenjit; Enke, David; Ramakrishnan, Sreeram.
26th Annual National Conference of the American Society for Engineering Management 2005 - Organizational Transformation: Opportunities and Challenges, ASEM 2005. 2005. p. 42-50 (26th Annual National Conference of the American Society for Engineering Management 2005 - Organizational Transformation: Opportunities and Challenges, ASEM 2005).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Shil, P, Enke, D & Ramakrishnan, S 2005, Forecasting out-of-the-money call option strike prices for bull option spreading strategies. in 26th Annual National Conference of the American Society for Engineering Management 2005 - Organizational Transformation: Opportunities and Challenges, ASEM 2005. 26th Annual National Conference of the American Society for Engineering Management 2005 - Organizational Transformation: Opportunities and Challenges, ASEM 2005, pp. 42-50, 26th Annual National Conference of the American Society for Engineering Management 2005 - Organizational Transformation: Opportunities and Challenges, ASEM 2005, Virginia Beach, VA, United States, 10/26/05.

Shil P, Enke D, Ramakrishnan S. Forecasting out-of-the-money call option strike prices for bull option spreading strategies. In 26th Annual National Conference of the American Society for Engineering Management 2005 - Organizational Transformation: Opportunities and Challenges, ASEM 2005. 2005. p. 42-50. (26th Annual National Conference of the American Society for Engineering Management 2005 - Organizational Transformation: Opportunities and Challenges, ASEM 2005).

Shil, Prasenjit ; Enke, David ; Ramakrishnan, Sreeram. / Forecasting out-of-the-money call option strike prices for bull option spreading strategies. 26th Annual National Conference of the American Society for Engineering Management 2005 - Organizational Transformation: Opportunities and Challenges, ASEM 2005. 2005. pp. 42-50 (26th Annual National Conference of the American Society for Engineering Management 2005 - Organizational Transformation: Opportunities and Challenges, ASEM 2005).

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BT - 26th Annual National Conference of the American Society for Engineering Management 2005 - Organizational Transformation

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ER -

Forecasting out-of-the-money call option strike prices for bull option spreading strategies

Publication series

Conference

ASJC Scopus Subject Areas

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Cite this