Genetic programming with Monte Carlo simulation for option pricing

Winter Simulation Conference Proceedings

Volumn 1, Issue , 2003, Pages 285-292

  Chidambaran, N K ^a  

^a RUTGERS UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; BROWNIAN MOVEMENT; COMPUTER PROGRAMMING; COMPUTER SIMULATION; GENETIC ALGORITHMS; MATHEMATICAL PROGRAMMING; PARAMETER ESTIMATION; POPULATION STATISTICS;

GENETIC PROGRAMMING; STATISTICAL SKEWNESS;

FINANCE;

EID: 1642437937     PISSN: 02750708     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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