Evolutionary Computation and the Vega Risk of American Put Options

Publications: Contribution to journal › Article › Peer Reviewed

Original language	English
Pages (from-to)	704-715
Number of pages	12
Journal	I E E E Transactions on Neural Networks
Publication status	Published - 2001

Austrian Fields of Science 2012

@article{f4c5573470784f27b9092851de89e16f,

title = "Evolutionary Computation and the Vega Risk of American Put Options",

author = "Matthias Schuster and Christian Keber",

note = "22.10.2007: Datenanforderung 1928 (Import Sachbearbeiter) 07.11.2007: Datenanforderung 1966 (Import Sachbearbeiter)",

year = "2001",

language = "English",

pages = "704--715",

journal = "I E E E Transactions on Neural Networks",

issn = "1045-9227",

}

TY - JOUR

T1 - Evolutionary Computation and the Vega Risk of American Put Options

AU - Schuster, Matthias

AU - Keber, Christian

N1 - 22.10.2007: Datenanforderung 1928 (Import Sachbearbeiter) 07.11.2007: Datenanforderung 1966 (Import Sachbearbeiter)

PY - 2001

Y1 - 2001

M3 - Article

SP - 704

EP - 715

JO - I E E E Transactions on Neural Networks

JF - I E E E Transactions on Neural Networks

SN - 1045-9227

ER -