Solving for Optimal Futures and Options Positions Using a Simulation-Optimization Technique
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Bibliographic InfoPaper provided by Iowa State University, Department of Economics in its series Staff General Research Papers with number 5266.
Date of creation: 01 Jan 1995
Date of revision:
Publication status: Published in Journal of Futures Markets, August 1995, vol. 15 no. 5, pp. 559-571
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Postal: Iowa State University, Dept. of Economics, 260 Heady Hall, Ames, IA 50011-1070
Phone: +1 515.294.6741
Fax: +1 515.294.0221
Web page: http://www.econ.iastate.edu
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Other versions of this item:
- Lei, Li-Fen & Liu, Donald J. & Hallam, Arne, 1995. "Solving for Optimal Futures and Options Positions Using a Simulation-Optimization Technique," Staff General Research Papers 5183, Iowa State University, Department of Economics.
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- Irwin, Scott H. & Martines-Filho, Joao & Good, Darrel L., 2003.
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