An expert decision-support system for option-based investment strategies

DOI10.1016/0898-1221(90)90108-VzbMath0728.68145OpenAlexW1996268644MaRDI QIDQ805305

Tien Huynh, Catherine Lassez

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0898-1221(90)90108-v

zbMATH Keywords

constraint logic programmingoption-based investment strategies

Mathematics Subject Classification ID

Computing methodologies and applications (68U99) Theory of languages and software systems (knowledge-based systems, expert systems, etc.) for artificial intelligence (68T35)

Cites Work

• The Pricing of Options and Corporate Liabilities
• An expert decision-support system for option-based investment strategies

Related Items (3)

Solving DC programs with a polyhedral component utilizing a multiple objective linear programming solver ⋮ Construction of a decision-support system for a combination of options ⋮ An expert decision-support system for option-based investment strategies

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