Original language | English (US) |
---|---|
Pages (from-to) | 559-571 |
Number of pages | 13 |
Journal | Journal of Futures Markets |
Volume | 15 |
Issue number | 5 |
DOIs | |
State | Published - Aug 1995 |
Externally published | Yes |
Solving for optimal futures and options positions using a simulation‐optimization technique
Li‐Fen ‐F Lei, Donald Liu, Arne Hallam
Research output: Contribution to journal › Article › peer-review