Options strategies with the risk adjustment
type: Item
instance of: scholarly article
title: Options strategies with the risk adjustment
zbMATH Open document ID: 1157.90481
author: Pei Wang Gao
published in: European Journal of Operational Research
publication date: 2009-04-08T00:00:00Z
Mathematics Subject Classification ID: 90C05
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5541421
zbMATH Keywords: options
zbMATH Keywords: portfolio
zbMATH Keywords: risk
zbMATH Keywords: linear programming
describes a project that uses: DerivaGem
MaRDI profile type: Publication
full work available at URL: j.ejor.2007.10.010
OpenAlex ID: W2080590721
cites work: Q3844775
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cites work: The Mathematics of Financial Derivatives
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DOI: 10.1016/J.EJOR.2007.10.010
description: scientific article; zbMATH DE number 5541421