An Adaptive Evolutionary Approach to Option Pricing via Genetic Programming

Created by W.Langdon from gp-bibliography.bib Revision:1.7630

@InProceedings{chidambaran:1998:aeaopGP,

• author = "N. K. Chidambaran and C. H. Jevons Lee and Joaquin R. Trigueros",
• title = "An Adaptive Evolutionary Approach to Option Pricing via Genetic Programming",
• booktitle = "Genetic Programming 1998: Proceedings of the Third Annual Conference",
• year = "1998",
• editor = "John R. Koza and Wolfgang Banzhaf and Kumar Chellapilla and Kalyanmoy Deb and Marco Dorigo and David B. Fogel and Max H. Garzon and David E. Goldberg and Hitoshi Iba and Rick Riolo",
• pages = "38--41",
• address = "University of Wisconsin, Madison, Wisconsin, USA",
• publisher_address = "San Francisco, CA, USA",
• month = "22-25 " # jul,
• publisher = "Morgan Kaufmann",
• keywords = "genetic algorithms, genetic programming",
• ISBN = "1-55860-548-7",
• notes = "GP-98

  See also \cite{wpa98086}",

}

Genetic Programming entries for N K Chidambaran Chi-Wen Jevons Lee Joaquin R Trigueros

Citations