Kyoko Suzuki, Tetsuya Shimokawa, Tadanobu Misawa. Agent-Based Approach to Option Pricing Anomalies. IEEE Trans. Evolutionary Computation, 13(5):959-972, 2009. [doi]
@article{SuzukiSM09a,
title = {Agent-Based Approach to Option Pricing Anomalies},
author = {Kyoko Suzuki and Tetsuya Shimokawa and Tadanobu Misawa},
year = {2009},
doi = {10.1109/TEVC.2008.2011745},
url = {http://dx.doi.org/10.1109/TEVC.2008.2011745},
tags = {rule-based, systematic-approach},
researchr = {https://researchr.org/publication/SuzukiSM09a},
cites = {0},
citedby = {0},
journal = {IEEE Trans. Evolutionary Computation},
volume = {13},
number = {5},
pages = {959-972},
}