Mohd A. Maasar, Diana Roman, Paresh Date. Portfolio Optimisation Using Risky Assets with Options as Derivative Insurance. In Bradley Hardy, Abroon Qazi, Stefan Ravizza, editors, 5th Student Conference on Operational Research, SCOR 2016, April 8-10, 2016, Nottingham, UK. Volume 50 of OASICS, Schloss Dagstuhl - Leibniz-Zentrum fuer Informatik, 2016. [doi]
Abstract is missing.