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]
@inproceedings{MarkoseTES01,
title = {Evolutionary arbitrage for FTSE-100 index options and futures},
author = {Sheri Markose and Edward Tsang and Hakan Er and Abdel Salhi},
year = {2001},
doi = {10.1109/CEC.2001.934401},
url = {https://doi.org/10.1109/CEC.2001.934401},
researchr = {https://researchr.org/publication/MarkoseTES01},
cites = {0},
citedby = {0},
pages = {275-282},
booktitle = {Proceedings of the 2001 Congress on Evolutionary Computation, CEC 2001, COEX, Seoul, Korea, May 27-30, 2001},
publisher = {IEEE},
isbn = {0-7803-6657-3},
}