Mr. Madoff's amazing returns: An analysis of the split-strike conversion strategy

Journal of Derivatives

Volumn 17, Issue 1, 2009, Pages 62-76

  Bernard, Carole ^a   Boyle, Phelim ^b  

^a UNIVERSITY OF WATERLOO   (Canada)

^b WILFRID LAURIER UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77956307881     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/JOD.2009.17.1.062     Document Type: Article

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