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Response surface methodology for simulating hedging and trading strategies

R. Evren Baysal, Barry L. Nelson, Jeremy Staum. Response surface methodology for simulating hedging and trading strategies. In Scott J. Mason, Raymond R. Hill, Lars Mönch, Oliver Rose, Thomas Jefferson, John W. Fowler, editors, Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, WSC 2008, InterContinental Hotel, Miami, Florida, USA, December 7-10, 2008. pages 629-637, WSC, 2008. [doi]

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R. Evren Baysal

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Barry L. Nelson

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Jeremy Staum

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