Option strategies with linear programming

Article Abstract:

In practice, all option strategies are decided in advance, given the investor's belief of the stock price. In this article, instead of deciding in advance the most appropriate hedging option strategy, an LP problem is formulated, by considering all significant Greek parameters of the Black-Scholes formula.

Linear programming, Stock price indexes

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Meanurange based distribution-free procedures to minimize ooverageo and ounderageo costs

Article Abstract:

Development of empirical model for analysis of decisions made in light of uncertainty, based on solution to newsvendor problem, is described.

United States, Decision-making, Decision making, Uncertainty

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A geometric process model for M/M/1 queuing system with a repairable service station

Article Abstract:

Geometric process models, which are used to examine queueing problems of service stations, are presented.

China, Computer networks, Queuing theory, Information networks

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