A multiobjective genetic programming approach for pricing and hedging derivative securities

Matthias G. Schuster. A multiobjective genetic programming approach for pricing and hedging derivative securities. In 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003. pages 77-84, IEEE, 2003. [doi]

Abstract

Abstract is missing.