Option Pricing with Genetic Algorithms: The Case of European-Style Options.

Shu-Heng Chen Woh-Chiang Lee

Published in: ICGA (1997)

Keyphrases

option pricing
genetic algorithm
black scholes
stock price
decision analysis
black scholes model
real option
neural network
artificial neural networks
multi objective
fuzzy logic
bayesian networks
text categorization
soft computing