Geneticly derived approximations for determining the implied volatility

DOI10.1007/S002910050087zbMath0917.90035OpenAlexW2316389370MaRDI QIDQ1283719

Christian Keber

Publication date: 18 May 1999

Published in: OR Spektrum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002910050087

zbMATH Keywords

heuristicgenetic programmingimplied volatilityanalytical approximationsoption valuation

Mathematics Subject Classification ID

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