Solving for Optimal Futures and Options Positions Using a Simulation-Optimization Technique
Lei, Li-Fen; Liu, Donald J.; Hallam, Arne
Journal of Futures Markets Vol. 15 no. 5 (August 1995): 559-571.
Published Version
Lei, Li-Fen; Liu, Donald J.; Hallam, Arne
Journal of Futures Markets Vol. 15 no. 5 (August 1995): 559-571.
Published Version