Forecasting Optimal Parameters of the Broken Wing Butterfly Option Strategy using Differential Evolution
Author(s) -
David Munoz Constantine
Publication year - 2000
Publication title -
pdxscholar (portland state university)
Language(s) - English
Resource type - Reports
DOI - 10.15760/etd.7515
Subject(s) - profitability index , profit (economics) , differential evolution , sample (material) , econometrics , market timing , computer science , economics , mathematical optimization , initial public offering , finance , microeconomics , mathematics , chemistry , chromatography
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