Evolutionary arbitrage for FTSE-100 index options and futures - researchr publication authors

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Sheri Markose, Edward Tsang, Hakan Er, Abdel Salhi. Evolutionary arbitrage for FTSE-100 index options and futures. In Proceedings of the 2001 Congress on Evolutionary Computation, CEC 2001, COEX, Seoul, Korea, May 27-30, 2001. pages 275-282, IEEE, 2001. [doi]

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