Solving for Optimal Futures and Options Positions Using a Simulation-Optimization Technique
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Other versions of this item:
- 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.
- 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 Archive 5266, Iowa State University, Department of Economics.
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Cited by:
- 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.
- Irwin, Scott H. & Martines-Filho, Joao Gomes & Good, Darrel L., 2003. "The Performance Of Agricultural Market Advisory Services In Corn And Soybeans," 2003 Annual meeting, July 27-30, Montreal, Canada 22256, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
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