"Adapting Black-Scholes to a non-Black-Scholes environment via genetic ..."

N. K. Chidambaran, C. W. Jevons Lee, Joaquin R. Trigueros (1998)

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DOI: 10.1109/CIFER.1998.690105

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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N. K. Chidambaran, C. W. Jevons Lee, Joaquin R. Trigueros:
Adapting Black-Scholes to a non-Black-Scholes environment via genetic programming. CIFEr 1998: 197-211

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