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The paper presents two new approaches to modeling the interaction of smalland medium pricetaking traders with a stock exchange. In the framework of theseapproaches, the traders can form and manage their portfolios of financialinstruments traded on a stock exchange with the use of linear, integer, andmixed programming techniques. Unlike previous authors publications on thesubject, besides standard securities, the present publication considersderivative financial instruments such as futures and options contracts.

Two approaches to modeling the interaction of small and medium price-taking traders with a stock exchange by mathematical programming techniques