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Options for improving ldcs' competitive positions

โœ Scribed by Moring, Frederick


Publisher
John Wiley and Sons
Year
2007
Weight
324 KB
Volume
13
Category
Article
ISSN
0743-5665

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Solving for optimal futures and options
โœ Li-Fen Lei; Donald Liu; Arne Hallam ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 629 KB

CCC 0270-731 4/95/050559-13 contains an empirical section on optimal futures and options positions for a fat cattle producer. The simulation method there is different from the simulation-optimization procedure proposed in this study. The empirical analysis in is based on the optimization result de