Nonparametric approach to pricing and hedging derivative securities via genetic regression

IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)

Volumn , Issue , 1997, Pages 1-7

  Trigueros, Joaquin ^a  

^a TULANE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; DISCRETE TIME CONTROL SYSTEMS; ERROR ANALYSIS; LEARNING SYSTEMS; MATHEMATICAL MODELS; MATHEMATICAL PROGRAMMING;

BLACK SCHOLES OPTION PRICING MODEL (BS); GENETIC PROGRAMMING; GENETIC REGRESSION (GR); STOCK PRICE PROCESS;

GENETIC ALGORITHMS;

EID: 0030679020     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (14)