Solving for Optimal Futures and Options Positions Using a Simulation-Optimization Technique
| Year of publication: |
1995-01-01
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| Authors: | Lei, Li-Fen ; Liu, Donald J. ; Hallam, Arne |
| Institutions: | Department of Economics, Iowa State University |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Published in Journal of Futures Markets, August 1995, vol. 15 no. 5, pp. 559-571 |
| Source: |
Persistent link: https://www.econbiz.de/10008503858