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

Li‐Fen ‐F Lei, Donald Liu, Arne Hallam

Research output: Contribution to journalArticlepeer-review

Original languageEnglish (US)
Pages (from-to)559-571
Number of pages13
JournalJournal of Futures Markets
Volume15
Issue number5
DOIs
StatePublished - Aug 1995
Externally publishedYes

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