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"A derivatives trading recommendation system: The mid-curve calendar spread ..."

Adriano S. Koshiyama, Nick Firoozye, Philip C. Treleaven (2019)

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DOI: 10.1002/ISAF.1445

access: closed

type: Journal Article

metadata version: 2023-03-21

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Adriano S. Koshiyama, Nick Firoozye, Philip C. Treleaven:
A derivatives trading recommendation system: The mid-curve calendar spread case. Intell. Syst. Account. Finance Manag. 26(2): 83-103 (2019)

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