Dynamic Hedging Using Generated Genetic Programming Implied Volatility Models
Created by W.Langdon from
gp-bibliography.bib Revision:1.8098
- @InCollection{Abid:2012:GPnew,
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author = "Fathi Abid and Wafa Abdelmalek and Sana {Ben Hamida}",
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title = "Dynamic Hedging Using Generated Genetic Programming
Implied Volatility Models",
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booktitle = "Genetic Programming - New Approaches and Successful
Applications",
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publisher = "InTech",
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year = "2012",
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editor = "Sebastian Ventura",
-
chapter = "7",
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pages = "141--172",
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keywords = "genetic algorithms, genetic programming",
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isbn13 = "978-953-51-0809-2",
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DOI = "doi:10.5772/48148",
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size = "32 pages",
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notes = "Part of \cite{Ventura:2012:GPnew}. Open access book CC
BY 3.0 license",
- }
Genetic Programming entries for
Fathi Abid
Wafa Abdelmalek
Sana Ben Hamida
Citations