Evolutionary computation in option pricing : determining implied volatilities based on American put options

Christian Keber

Year of publication:	2002
Authors:	Keber, Christian
Published in:	Evolutionary computation in economics and finance : with 66 tables. - Heidelberg : Physica-Verl., ISBN 3-7908-1476-8. - 2002, p. 399-415
Subject:	Genetische Algorithmen \| Genetic Programming \| Optionspreistheorie \| Option pricing theory \| Heuristik \| Heuristics \| Mathematische Optimierung \| Mathematical programming \| Volatilität \| Volatility \| Theorie \| Theory

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