Selecting the best forecasting-implied volatility model using genetic programming.
Abdelmalek, Wafa ; Ben Hamida, Sana ; Abid, Fathi
Journal of Applied Mathematics and Decision Sciences, Tome 2009 (2009), / Harvested from The Electronic Library of Mathematics
Publié le : 2009-01-01
DOI : https://doi.org/10.1155/2009/179230
EUDML-ID : urn:eudml:doc:229810
@article{05637288,
     title = {Selecting the best forecasting-implied volatility model using genetic programming.},
     journal = {Journal of Applied Mathematics and Decision Sciences},
     volume = {2009},
     year = {2009},
     doi = {10.1155/2009/179230},
     zbl = {1175.91068},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05637288}
}
Abdelmalek, Wafa; Ben Hamida, Sana; Abid, Fathi. Selecting the best forecasting-implied volatility model using genetic programming.. Journal of Applied Mathematics and Decision Sciences, Tome 2009 (2009) . doi : 10.1155/2009/179230. http://gdmltest.u-ga.fr/item/05637288/