@article{Marupanthorn2026OptionUnderwriting,
  title   = {Theory of European Option Underwriting Portfolios},
  author  = {Marupanthorn, Pasin},
  journal = {SSRN Electronic Journal},
  year    = {2026},
  month   = {August},
  doi     = {10.2139/ssrn.7376939},
  url     = {https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7376939}
}