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]
@inproceedings{Schuster03-0,
title = {A multiobjective genetic programming approach for pricing and hedging derivative securities},
author = {Matthias G. Schuster},
year = {2003},
doi = {10.1109/CIFER.2003.1196245},
url = {http://dx.doi.org/10.1109/CIFER.2003.1196245},
researchr = {https://researchr.org/publication/Schuster03-0},
cites = {0},
citedby = {0},
pages = {77-84},
booktitle = {2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
publisher = {IEEE},
isbn = {0-7803-7654-4},
}