Solving for optimal futures and options positions using a simulation‐optimization technique
| Year of publication: |
1995
|
|---|---|
| Authors: | Li‐Fen Lei ; Liu, Donald ; Hallam, Arne |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 15.1995, 5, p. 559-571
|
| Publisher: |
John Wiley & Sons, Ltd. |