Option Trading Strategies with Integer Linear Programming
碩士 === 國立政治大學 === 應用數學研究所 === 92 === The problem of how to construct the optimal combination trading strategy for investors when they face a series of options of different exercise prices on the same maturity date can be solved by many standard trading rules. Yet these standard trading rules cannot...
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Format: | Others |
Language: | zh-TW |
Published: |
2004
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Online Access: | http://ndltd.ncl.edu.tw/handle/51606858789417568198 |