NYU Faculty Digital Archive
metadata only
An Adaptive Evolutionary Approach to Option Pricing via Genetic Programming
We propose a methodology of Genetic Programming to approximate the relationship between the option price, its contract terms and the properties of the underlying stock price. An important advantage of the Genetic Programming approach is that we can incorporate currently known formulas, such as the B
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Real-time SQL Plan Management in Oracle#618648
- RAGas: Retrieval-Augmented Gas Optimization for Smart Contracts with Continuous Knowledge Integration#616989
- RAGas: Retrieval-Augmented Gas Optimization for Smart Contracts with Continuous Knowledge Integration#616489
- Reinforcement learning to choose optimizers#822236
- An Adventure in Constructive Finance#922419
Record · ID 942518
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive