Follow
Mauricio Diaz
Mauricio Diaz
University of Toronto
Verified email at alum.utoronto.ca
Title
Cited by
Cited by
Year
Optimization of covered call strategies
M Diaz, RH Kwon
Optimization Letters 11, 1303-1317, 2017
122017
Portfolio optimization with covered calls
M Diaz, RH Kwon
Journal of Asset Management 20, 38-53, 2019
72019
Optimization of covered calls under uncertainty
M Diaz, RH Kwon
Optimization and Engineering 21, 1635-1663, 2020
22020
Bayesian inference using gibbs sampling in applications and curricula of decision analysis
M Diaz, DM Frances
INFORMS Transactions on Education 14 (2), 86-95, 2014
12014
Stochastic Optimization of Covered Call Strategies
M Diaz
University of Toronto (Canada), 2019
2019
The system can't perform the operation now. Try again later.
Articles 1–5