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Adapting Black-Scholes to a non-Black-Scholes environment via genetic programming
By Chidambaran, N.K.; Lee, C.W.J.; Trigueros, J.R.
This paper appears in: Computational Intelligence for Financial Engineering (CIFEr), 1998. Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on
Page(s): 197 - 211
29-31 Mar 1998
Volume: Issue:
Price: $29

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