Evolutionary Arbitrage For FTSE-100 Index Options
and Futures
S. Markose, E. Tsang, H. Er, and A. Salhi. Proceedings of the 2001 Congress on Evolutionary
Computation CEC2001, page 275--282. COEX, World Trade Center, 159 Samseong-dong,
Gangnam-gu, Seoul, Korea, IEEE Press, (27-30 May 2001)
DOI: doi:10.1109/CEC.2001.934401
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