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

LI-FEN LEILiu, D.D.LiuHallam, A.A.Hallam2018-09-102018-09-101995http://www.scopus.com/inward/record.url?eid=2-s2.0-84978564733&partnerID=MN8TOARShttp://scholars.lib.ntu.edu.tw/handle/123456789/316862[SDGs]SDG2Solving for optimal futures and options positions using a simulation‐optimization techniquejournal article10.1002/fut.3990150504