An algorithm to calculate the return distribution of portofolios with option positions
Rischard Bookstaber and Roger Clarke
| Year of publication: |
1983
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|---|---|
| Authors: | Bookstaber, Rischard ; Clarke, Roger |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 29.1983, 4, p. 419-429
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| Subject: | Kapitalanlage Portefeuilleplanung |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001935812