Option strategies with linear programming
type: Item
instance of: scholarly article
title: Option strategies with linear programming
zbMATH Open document ID: 1106.91033
DOI: 10.1016/S0377-2217(03)00235-2
author: Christos Papahristodoulou
published in: European Journal of Operational Research
publication date: 2004-08-16T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 90C05
zbMATH DE Number: 2091302
zbMATH Keywords: Finance
zbMATH Keywords: Option portfolios
zbMATH Keywords: Linear programming
MaRDI profile type: Publication
cites work: The pricing of options and corporate liabilities
cites work: Q4794126
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description: scientific article; zbMATH DE number 2091302