Dynamic Hedging Using Generated Genetic Programming Implied Volatility Models

Created by W.Langdon from gp-bibliography.bib Revision:1.3973

@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