Option pricing via genetic programming
Year of publication: |
2002
|
---|---|
Authors: | Chidambaran, Nemmara ; Triqueros, Joaquin ; Lee, Chi-wen Jevons |
Published in: |
Evolutionary computation in economics and finance : with 66 tables. - Heidelberg : Physica-Verl., ISBN 3-7908-1476-8. - 2002, p. 383-397
|
Subject: | Genetische Algorithmen | Optionspreistheorie | Option pricing theory | Heuristik | Heuristics | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
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