{"id":"https://openalex.org/W1495978563","doi":"https://doi.org/10.1016/s0377-2217(03)00235-2","title":"Option strategies with linear programming","display_name":"Option strategies with linear programming","publication_year":2003,"publication_date":"2003-09-03","ids":{"openalex":"https://openalex.org/W1495978563","doi":"https://doi.org/10.1016/s0377-2217(03)00235-2","mag":"1495978563"},"language":"en","primary_location":{"id":"doi:10.1016/s0377-2217(03)00235-2","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0377-2217(03)00235-2","pdf_url":null,"source":{"id":"https://openalex.org/S103321696","display_name":"European Journal of Operational Research","issn_l":"0377-2217","issn":["0377-2217","1872-6860"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"European Journal of Operational Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5054141529","display_name":"Christos Papahristodoulou","orcid":"https://orcid.org/0000-0002-1545-3956"},"institutions":[{"id":"https://openalex.org/I82509713","display_name":"M\u00e4lardalen University","ror":"https://ror.org/033vfbz75","country_code":"SE","type":"education","lineage":["https://openalex.org/I82509713"]}],"countries":["SE"],"is_corresponding":true,"raw_author_name":"Christos Papahristodoulou","raw_affiliation_strings":["Department of Business Studies and Informatics, M\u00e4lardalen University, Box 883, S-721 28 V\u00e4ster\u00e5s, Sweden"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Business Studies and Informatics, M\u00e4lardalen University, Box 883, S-721 28 V\u00e4ster\u00e5s, Sweden","institution_ids":["https://openalex.org/I82509713"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5054141529"],"corresponding_institution_ids":["https://openalex.org/I82509713"],"apc_list":{"value":3290,"currency":"USD","value_usd":3290},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.08344983,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"157","issue":"1","first_page":"246","last_page":"256"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.522599995136261,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.522599995136261,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.47119998931884766,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.4577000141143799,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stock-options","display_name":"Stock options","score":0.6359972953796387},{"id":"https://openalex.org/keywords/call-option","display_name":"Call option","score":0.631392776966095},{"id":"https://openalex.org/keywords/linear-programming","display_name":"Linear programming","score":0.49631959199905396},{"id":"https://openalex.org/keywords/black\u2013scholes-model","display_name":"Black\u2013Scholes model","score":0.4627440273761749},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.45937666296958923},{"id":"https://openalex.org/keywords/stock-price","display_name":"Stock price","score":0.4490163028240204},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.4123850166797638},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3761615753173828},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.3742462992668152},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3685950040817261},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.36257216334342957},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3129838705062866},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2355453073978424},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.15628263354301453},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.054502010345458984}],"concepts":[{"id":"https://openalex.org/C3017619653","wikidata":"https://www.wikidata.org/wiki/Q187860","display_name":"Stock options","level":2,"score":0.6359972953796387},{"id":"https://openalex.org/C2777600642","wikidata":"https://www.wikidata.org/wiki/Q1508707","display_name":"Call option","level":2,"score":0.631392776966095},{"id":"https://openalex.org/C41045048","wikidata":"https://www.wikidata.org/wiki/Q202843","display_name":"Linear programming","level":2,"score":0.49631959199905396},{"id":"https://openalex.org/C163128081","wikidata":"https://www.wikidata.org/wiki/Q1338307","display_name":"Black\u2013Scholes model","level":3,"score":0.4627440273761749},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.45937666296958923},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.4490163028240204},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.4123850166797638},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3761615753173828},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.3742462992668152},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3685950040817261},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.36257216334342957},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3129838705062866},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2355453073978424},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.15628263354301453},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.054502010345458984},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1016/s0377-2217(03)00235-2","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0377-2217(03)00235-2","pdf_url":null,"source":{"id":"https://openalex.org/S103321696","display_name":"European Journal of Operational Research","issn_l":"0377-2217","issn":["0377-2217","1872-6860"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"European Journal of Operational Research","raw_type":"journal-article"},{"id":"mag:1495978563","is_oa":false,"landing_page_url":"https://ideas.repec.org/p/wpa/wuwpfi/0505005.html","pdf_url":null,"source":{"id":"https://openalex.org/S2764789620","display_name":"Fainansu","issn_l":"0448-6072","issn":["0448-6072"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4362643765","host_organization_name":"Ministry of Finance of Japan","host_organization_lineage":["https://openalex.org/P4362643765"],"host_organization_lineage_names":["Ministry of Finance of Japan"],"type":"journal"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Fainansu","raw_type":null},{"id":"mag:3121548561","is_oa":false,"landing_page_url":"https://econpapers.repec.org/RePEc:wpa:wuwpfi:0505005","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null},{"id":"pmh:oai:RePEc:eee:ejores:v:157:y:2004:i:1:p:246-256","is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0377-2217(03)00235-2","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:RePEc:wpa:wuwpfi:0505005","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Industry, innovation and infrastructure","id":"https://metadata.un.org/sdg/9","score":0.4000000059604645}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":1,"referenced_works":["https://openalex.org/W2077791698"],"related_works":["https://openalex.org/W3121548561","https://openalex.org/W2076358877","https://openalex.org/W3196875156","https://openalex.org/W978961425","https://openalex.org/W3199291844","https://openalex.org/W3122865531","https://openalex.org/W2277453090","https://openalex.org/W2922137255","https://openalex.org/W3119854239","https://openalex.org/W2993139898","https://openalex.org/W2727968123","https://openalex.org/W2952462601","https://openalex.org/W2901536075","https://openalex.org/W152897920","https://openalex.org/W3125985379","https://openalex.org/W2742032734","https://openalex.org/W122982125","https://openalex.org/W3122819172","https://openalex.org/W2500452071","https://openalex.org/W2778475183"],"abstract_inverted_index":null,"counts_by_year":[{"year":2015,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
