Let f be a regular, locally Lipschitz real-valued function defined on an open convex subset of a normed space. We show that at any unit direction u, the upper second ...
Note that you must have a clear directional bias on the underlying. If you are open to choosing between options and futures, the latter may be a better choice, as it moves nearly one-to-one with the ...
https://www.thehindubusinessline.com/portfolio/commodity-analysis/mastering-derivatives-futures-for-directional-bets-options-for-time-decay/article70415633.ece Copy ...