A posited fuzzy-evolutionary computational model to minimise the tracking error of an option-replicating portfolio

https://hdl.handle.net/10779/DRO/DU:27068554

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posted on 2024-09-19, 22:57 authored by Mohammad Khoshnevisan, Edgars Vimba, Sukanto BhattacharyaSukanto Bhattacharya

A posited fuzzy-evolutionary computational model to minimise the tracking error of an option-replicating portfolio

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DOI - Is version of https://doi.org/10.1057/palgrave.jdhf.1850075

Language

en

Publication classification

C1.1 Refereed article in a scholarly journal

Journal

Journal of Derivatives & Hedge Funds

Volume

13

Pagination

214-219

ISSN

1357-0927

eISSN

1753-965X

Issue

3

Publisher

Springer Science and Business Media LLC

Publication URL

http://dx.doi.org/10.1057/palgrave.jdhf.1850075

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All Rights Reserved

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