straddle options contract
straddle options contract
跨式期权合约
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Trade model considering linked prices of coal and electricity is set up and risk management strategy based on straddle options contract is introduced.
该文首先详细论述了期权及其套期保值功能,然后构建了考虑煤电价格联动的交易模型,并在此基础上引入了基于跨式期权组合的风险管理策略。
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