Selecting the best forecasting-implied volatility model using genetic programming.

Abdelmalek, Wafa, Ben Hamida, Sana, and Abid, Fathi. "Selecting the best forecasting-implied volatility model using genetic programming.." Journal of Applied Mathematics and Decision Sciences 2009 (2009): Article ID 179230, 19 p.-Article ID 179230, 19 p.. <http://eudml.org/doc/229810>.

@article{Abdelmalek2009,
author = {Abdelmalek, Wafa, Ben Hamida, Sana, Abid, Fathi},
journal = {Journal of Applied Mathematics and Decision Sciences},
language = {eng},
pages = {Article ID 179230, 19 p.-Article ID 179230, 19 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Selecting the best forecasting-implied volatility model using genetic programming.},
url = {http://eudml.org/doc/229810},
volume = {2009},
year = {2009},
}

TY - JOUR
AU - Abdelmalek, Wafa
AU - Ben Hamida, Sana
AU - Abid, Fathi
TI - Selecting the best forecasting-implied volatility model using genetic programming.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 2009
PB - Hindawi Publishing Corporation, New York
VL - 2009
SP - Article ID 179230, 19 p.
EP - Article ID 179230, 19 p.
LA - eng
UR - http://eudml.org/doc/229810
ER -