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Geneticly derived approximations for determining the implied volatility - MaRDI portal

Geneticly derived approximations for determining the implied volatility (Q1283719)

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scientific article; zbMATH DE number 1270999
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English
Geneticly derived approximations for determining the implied volatility
scientific article; zbMATH DE number 1270999

    Statements

    Geneticly derived approximations for determining the implied volatility (English)
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    18 May 1999
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    genetic programming
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    implied volatility
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    option valuation
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    heuristic
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    analytical approximations
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