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Non-linear Principal Component Analysis of the Implied Volatility Smile using a Quantum-inspired Evolutionary Algorithm - MaRDI portal

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Non-linear Principal Component Analysis of the Implied Volatility Smile using a Quantum-inspired Evolutionary Algorithm

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Publication:3521768

DOI10.1007/978-3-540-77477-8_6zbMATH Open1151.91442OpenAlexW1841908062MaRDI QIDQ3521768

Author name not available (Why is that?)

Publication date: 26 August 2008

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-77477-8_6




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