Selecting the best forecasting-implied volatility model using genetic programming

DOI10.1155/2009/179230zbMath1175.91068OpenAlexW2060955612WikidataQ58646821 ScholiaQ58646821MaRDI QIDQ1040021

Wafa Abdelmalek, Sana Ben Hamida, Fathi Abid

Publication date: 23 November 2009

Published in: Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/229810

Mathematics Subject Classification ID

Cites Work

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