Constraint Logic Programming and Option Trading
- 1 September 1987
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Expert
- Vol. 2 (3) , 42-50
- https://doi.org/10.1109/mex.1987.4307090
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- The Programming Language Aspects of ThingLab, a Constraint-Oriented Simulation LaboratoryACM Transactions on Programming Languages and Systems, 1981
- Option pricing: A simplified approachJournal of Financial Economics, 1979
- ConstraintsACM SIGAPL APL Quote Quad, 1979
- An algebra for evaluating hedge portfoliosJournal of Financial Economics, 1976
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973