Geneticly derived approximations for determining the implied volatility (Q1283719)
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scientific article; zbMATH DE number 1270999
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geneticly derived approximations for determining the implied volatility |
scientific article; zbMATH DE number 1270999 |
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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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