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

Li‐Fen Lei, Donald Liu and Arne Hallam ()

Journal of Futures Markets, 1995, vol. 15, issue 5, 559-571

Date: 1995
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Working Paper: Solving for Optimal Futures and Options Positions Using a Simulation-Optimization Technique (1995)
Working Paper: Solving for Optimal Futures and Options Positions Using a Simulation-Optimization Technique (1995)
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