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

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  • Li‐Fen Lei
  • Donald Liu
  • Arne Hallam

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  • Li‐Fen Lei & Donald Liu & Arne Hallam, 1995. "Solving for optimal futures and options positions using a simulation‐optimization technique," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 15(5), pages 559-571, August.
    • Handle: RePEc:wly:jfutmk:v:15:y:1995:i:5:p:559-571
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    Cited by:

    1. Joao Martines-Filho, 2006. "The Performance of Agricultural Market Advisory Services in Corn and Soybeans," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 88(1), pages 162-181.

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