Geneticly derived approximations for determining the implied volatility;Genetisch ermittelte Approximationen zur Bestimmung der impliziten Volatilität

OR Spektrum

Volumn 21, Issue 1-2, 1999, Pages 205-238

  Keber, Christian ^a  

^a UNIVERSITY OF VIENNA   (Austria)

Author keywords

Genetic programming; Heuristic; Implied volatility; Option valuation

Indexed keywords

EID: 0004428899     PISSN: 01716468     EISSN: None     Source Type: Journal    
DOI: 10.1007/s002910050087     Document Type: Article

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