Option strategies with linear programming-Reference-Cited by-同舟云学术

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Option strategies with linear programming

Published:2004-08 Issue:1 Volume:157 Page:246-256
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Papahristodoulou Christos

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference8 articles.

1. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

2. Options, Futures and Other Derivatives;Hull,2002

3. Derivative Securities;Jarrow,2000

4. Introduction to Investments;Levy,1999

5. Introduction to Mathematical Finance––Discrete Time Models;Pliska,1997

Cited by 11 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Optimizing Option Short Strangle Strategies Through Genetic Algorithm;Communications in Computer and Information Science;2024

2. Applying Greek letters to robust option price modeling by binomial-tree;Physica A: Statistical Mechanics and its Applications;2018-08

3. Hedging an option portfolio with minimum transaction lots: A fuzzy goal programming problem;Applied Soft Computing;2016-10

4. The Option Value in Timing Derivative Trades;SSRN Electronic Journal;2015

5. The Design and Operation of City Agricultural Sightseeing System with the Internet of Things Technology;2014 Sixth International Conference on Measuring Technology and Mechatronics Automation;2014-01

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