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Paper / 1998SMQ / 109992362225409
An Adaptive Evolutionary Approach to Option Pricing via Genetic Programming
Chi-Wen Jevons Lee / Joaguin R. Trigueros / N. K. Chidambaran
option pricingResource overview

An Adaptive Evolutionary Approach to Option Pricing via Genetic Programming

Paper1998

by Chi-Wen Jevons Lee, Joaguin R. Trigueros, N. K. Chidambaran

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option pricing

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Suggested foundations for options and derivatives pricing. Specialist prerequisites vary by paper.

Before you read

  1. The Binomial Model

    Build replication and risk-neutral probabilities in a tractable model.

  2. Market Model and Risk-Neutral Valuation

    Distinguish pricing probabilities from physical forecasts.

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  1. The Black-Scholes PDE, Formula and Implied Volatility

    Connect the pricing equation, closed-form value and implied volatility.

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