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...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/51606858789417568198 |