PDF Ebook about: Pc5010 Programming

Pc5010 Programming

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Preview of Selecting the Best Forecasting-Implied Volatility Model Using Genetic Programming
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Selecting the Best Forecasting-Implied Volatility Model Using Genetic Programming (179230.pdf)

2.55 MBEN 20 pages
The volatility smile is a crucial variable in option pricing and hedging strategies, and the Black-Scholes model has well-known deficiencies.

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