Dynamic Hedging Using Generated Genetic Programming Implied Volatility Models

Created by W.Langdon from gp-bibliography.bib Revision:1.8081

@InCollection{Abid:2012:GPnew,

• author = "Fathi Abid and Wafa Abdelmalek and Sana {Ben Hamida}",
• title = "Dynamic Hedging Using Generated Genetic Programming Implied Volatility Models",
• booktitle = "Genetic Programming - New Approaches and Successful Applications",
• publisher = "InTech",
• year = "2012",
• editor = "Sebastian Ventura",
• chapter = "7",
• pages = "141--172",
• keywords = "genetic algorithms, genetic programming",
• isbn13 = "978-953-51-0809-2",
• DOI = "doi:10.5772/48148",
• size = "32 pages",
• 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