A knowledge based system for evaluation of option pricing algorithms

Konstantinos N. Pantazopoulos, Vassilios S. Verykios, Elias N. Houstis. A knowledge based system for evaluation of option pricing algorithms. In Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational Intelligence for Financial Engineering, CIFEr 1998, New York City, USA, June 25, 1998. pages 123-140, IEEE, 1998. [doi]

Authors

Konstantinos N. Pantazopoulos

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Vassilios S. Verykios

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Elias N. Houstis

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