Solving for optimal futures and options positions using a simulation‐optimization technique

Journal

Journal of Futures Markets

Journal Volume

15

Journal Issue

5

Pages

559-571

Date Issued

1995

Author(s)

Liu, D.

Hallam, A.

DOI

10.1002/fut.3990150504

URI

http://www.scopus.com/inward/record.url?eid=2-s2.0-84978564733&partnerID=MN8TOARS

http://scholars.lib.ntu.edu.tw/handle/123456789/316862

SDGs

[SDGs]SDG2

Type

journal article