Year | 2016 |
---|---|
Authors | An-Pin Chen |
Paper Title | Chang-Chun Lin, Yi-Ting Liu, An-Pin Chen (2016, Jun). Hedging an option portfolio with minimum transaction lots: A fuzzygoal programming problem. Applied Soft Computing Journal, Vol. 47, pp. 295-303. |
Login Department of Information Management and Finance, NYCU
Year | 2016 |
---|---|
Authors | An-Pin Chen |
Paper Title | Chang-Chun Lin, Yi-Ting Liu, An-Pin Chen (2016, Jun). Hedging an option portfolio with minimum transaction lots: A fuzzygoal programming problem. Applied Soft Computing Journal, Vol. 47, pp. 295-303. |