Option Pricing by Means of Genetic Programming

Heigl, Andreas

by Andreas Heigl

Reference:

Option Pricing by Means of Genetic ProgrammingAndreas HeiglFeb 2005, Master's thesis, Vienna University of Technology, Institute of Computer Graphics and Algorithms.Note: supervised by G. Raidl

Bibtex Entry:

@mastersthesis{heigl_05,
author = {Andreas Heigl},
title = {Option Pricing by Means of Genetic Programming},
school = {Vienna University of Technology, Institute of Computer
Graphics and Algorithms},
address = {Vienna, Austria},
month = Feb,
year = {2005},
url = {https://www.ac.tuwien.ac.at/files/pub/heigl_05.pdf},
note = {supervised by G.~Raidl},
keywords = {evolcomp},
}