Joseph Ackora-Prah, Perpetual Saah Andam, Samuel Asante Gyamerah, Daniel Gyamfi, A genetic algorithm to price an european put option using the geometric mean reverting model

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APPLIED MATHEMATICAL SCIENCES

ISSN 1312-885X (print) ISSN 1314-7552 (online)

Joseph Ackora-Prah, Perpetual Saah Andam, Samuel Asante Gyamerah, Daniel Gyamfi
A genetic algorithm to price an european put option using the geometric mean reverting model
Applied Mathematical Sciences, Vol. 8, 2014, no. 143, 7125-7135
http://dx.doi.org/10.12988/ams.2014.46424
Copyright © 2014 Joseph Ackora-Prah, Perpetual Saah Andam, Samuel Asante Gyamerah and Daniel Gyamfi. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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