Evolutionary computation in option pricing : determining implied volatilities based on American put options
Year of publication: |
2002
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Authors: | Keber, Christian |
Published in: |
Evolutionary computation in economics and finance : with 66 tables. - Heidelberg : Physica-Verl., ISBN 3-7908-1476-8. - 2002, p. 399-415
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Subject: | Genetische Algorithmen | Genetic Programming | Optionspreistheorie | Option pricing theory | Heuristik | Heuristics | Mathematische Optimierung | Mathematical programming | Volatilität | Volatility | Theorie | Theory |
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