Construction of a decision-support system for a combination of options
type: Item
instance of: scholarly article
title: Construction of a decision-support system for a combination of options
zbMATH Open document ID: 0782.90011
DOI: 10.1016/0898-1221(92)90238-D
author: S. Singh
publication date: 1993-04-01T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 148487
zbMATH Keywords: strategic portfolio
zbMATH Keywords: stock options
MaRDI profile type: Publication
cites work: The pricing of options and corporate liabilities
cites work: Q4905685
cites work: Martingales and arbitrage in multiperiod securities markets
cites work: An Algorithm to Calculate the Return Distribution of Portfolios with Option Positions
cites work: An expert decision-support system for option-based investment strategies
full work available at URL: 0898-1221(92)90238-d
OpenAlex ID: W2084769184
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 148487