"A genetic programming approach for delta hedging."

Zheng Yin et al. (2015)

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DOI: 10.1109/CEC.2015.7257304

access: closed

type: Conference or Workshop Paper

metadata version: 2024-05-07

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Zheng Yin, Anthony Brabazon, Conall O'Sullivan, Michael O'Neill:
A genetic programming approach for delta hedging. CEC 2015: 3312-3318

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