Solving for Optimal Futures and Options Positions Using a Simulation-Optimization Technique

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

Staff General Research Papers Archive from Iowa State University, Department of Economics

Date: 1995-01-01
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Published in Journal of Futures Markets, August 1995, vol. 15 no. 5, pp. 559-571

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Related works:
Journal Article: 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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Persistent link: https://EconPapers.repec.org/RePEc:isu:genres:5266

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