"Parameter estimation of uncertain stock model using residual method ..."

Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi (2024)

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DOI: 10.1007/S00500-024-09710-2

access: closed

type: Journal Article

metadata version: 2024-09-08

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Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi:
Parameter estimation of uncertain stock model using residual method optimized by genetic algorithm: valuation of vulnerable European and barrier options. Soft Comput. 28(13-14): 7721-7738 (2024)

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