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"Non-linear Principal Component Analysis of the Implied Volatility Smile ..."

Kai Fan et al. (2008)

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DOI: 10.1007/978-3-540-77477-8_6

access: closed

type: Part in Book or Collection

metadata version: 2018-09-26

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  - series/sci/FanOBO08
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Kai Fan, Conall O'Sullivan, Anthony Brabazon, Michael O'Neill:
Non-linear Principal Component Analysis of the Implied Volatility Smile using a Quantum-inspired Evolutionary Algorithm. Natural Computing in Computational Finance 2008: 89-107

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