Construction of a decision-support system for a combination of options

DOI10.1016/0898-1221(92)90238-DzbMath0782.90011OpenAlexW2084769184MaRDI QIDQ1206119

S. Singh

Publication date: 1 April 1993

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(92)90238-d

zbMATH Keywords

stock optionsstrategic portfolio

Mathematics Subject Classification ID

Cites Work

• Unnamed Item
• The Pricing of Options and Corporate Liabilities
• An expert decision-support system for option-based investment strategies
• Martingales and arbitrage in multiperiod securities markets
• An Algorithm to Calculate the Return Distribution of Portfolios with Option Positions