Open access peer-reviewed chapter

Dynamic Hedging Using Generated Genetic Programming Implied Volatility Models

By Fathi Abid, Wafa Abdelmalek and Sana Ben Hamida

Submitted: November 8th 2011Reviewed: May 14th 2012Published: October 18th 2012

DOI: 10.5772/48148

Downloaded: 2380

© 2012 The Author(s). Licensee IntechOpen. This chapter is distributed under the terms of the Creative Commons Attribution 3.0 License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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Fathi Abid, Wafa Abdelmalek and Sana Ben Hamida (October 18th 2012). Dynamic Hedging Using Generated Genetic Programming Implied Volatility Models, Genetic Programming Sebastian Ventura, IntechOpen, DOI: 10.5772/48148. Available from:

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