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Applied Economics Letters Volume 7, 2000 - Issue 2
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Original Articles

Black-Scholes option pricing via genetic algorithms

Bruce K. Grace
Pages 129-132 | Published online: 06 Oct 2010

Citations (9)

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K. Maris, K. Nikolopoulos, K. Giannelos & V. Assimakopoulos. (2007) Options trading driven by volatility directional accuracy. Applied Economics 39:2, pages 253-260.
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Articles from other publishers (8)

Codruț-Florin Ivașcu. (2021) Option pricing using Machine Learning. Expert Systems with Applications 163, pages 113799.
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Xin-Jiang He & Song-Ping Zhu. (2019) An alternative form to calibrate the correlated Stein–Stein option pricing model. Computational and Applied Mathematics 38:2.
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Xin-Jiang He & Song-Ping Zhu. (2016) An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching. Journal of Economic Dynamics and Control 71, pages 77-85.
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Xin-Jiang He & Song-Ping Zhu. (2016) An alternative form used to calibrate the Heston option pricing model. Computers & Mathematics with Applications 71:9, pages 1831-1842.
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W.L. Tung & C. Quek. (2011) Financial volatility trading using a self-organising neural-fuzzy semantic network and option straddle-based approach. Expert Systems with Applications 38:5, pages 4668-4688.
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Sangwook Lee, Jusang Lee, D. Shim & Moongu Jeon. 2007. Knowledge-Based Intelligent Information and Engineering Systems. Knowledge-Based Intelligent Information and Engineering Systems 85 92 .
Shian-Chang Huang & Tung-Kuang Wu. 2006. Rough Sets and Current Trends in Computing. Rough Sets and Current Trends in Computing 607 616 .
Ju-sang Lee, Sangook Lee, Seokcheol Chang & Byung-Ha Ahn. 2005. Artificial Intelligence and Knowledge Engineering Applications: A Bioinspired Approach. Artificial Intelligence and Knowledge Engineering Applications: A Bioinspired Approach 221 230 .

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