Hedging Derivative Securities With Genetic Programming

International Journal of Intelligent Systems in Accounting, Finance & Management
doi 10.1002/(sici)1099-1174(199912)8:4<237::aid-isaf174>3.0.co;2-j
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Wiley

Related search

Pricing and Hedging Derivative Securities With Neural Networks: Bayesian Regularization, Early Stopping, and Bagging

IEEE Transactions on Neural Networks
2001English

Nonparametric Pricing of Interest Rate Derivative Securities

Econometrica
EconomicsEconometrics
1996English

On Using Surrogates With Genetic Programming

Evolutionary Computation
Computational Mathematics
2015English

Memory With Memory in Genetic Programming

Journal of Artificial Evolution and Applications
2009English

Applications of Δ-Function Perturbation to the Pricing of Derivative Securities

Physica A: Statistical Mechanics and its Applications
StatisticsCondensed Matter PhysicsProbability
2004English

Legal Nature of Derivatives and Derivative Securities as Financial Markets Instruments

Actual Problems of International Relations
2018English

A Simple Unified Model for Pricing Derivative Securities With Equity, Interest-Rate, and Default Risk

SSRN Electronic Journal
2003English

Genetic Programming and Emergence

Genetic Programming and Evolvable Machines
HardwareComputer Science ApplicationsTheoretical Computer ScienceArchitectureSoftware
2013English

Towards Scalable Genetic Programming

English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy