Solving for Optimal Futures and Options Positions Using a Simulation-Optimization Technique
| Year of publication: |
1995
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|---|---|
| Authors: | Lei, Li-Fen ; Liu, Donald ; Hallam, Arne |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 15.1995, 5, p. 559-572
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