A dynamic hybrid option pricing model by genetic algorithm and Black-Scholes model

被引：0
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作者：
Chen, Yi-Chang [1 ]
Chang, Shan-Lin [1 ]
Wu, Chia-Chun [2 ]
机构：
[1] Department of Information Management, National Pingtung Institute of Commerce, Pingtung, 900, Taiwan
[2] Department of Information Management, I-Shou University, Kaohsiung, 804, Taiwan
来源：
World Academy of Science, Engineering and Technology | 2010年 / 70卷
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页码：715 / 718
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