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"A Framework of Option Buy-Side Strategy with Simple Index Futures Trading ..."

Mu-En Wu, Pang-Jen Hung (2018)

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DOI: 10.1109/BESC.2018.8697308

access: closed

type: Conference or Workshop Paper

metadata version: 2019-04-30

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Mu-En Wu, Pang-Jen Hung:
A Framework of Option Buy-Side Strategy with Simple Index Futures Trading Based on Kelly Criterion. BESC 2018: 210-212

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