@article{hamida:hal-02490586,
  TITLE = {{Recovering Volatility from Option Prices by Evolutionary Optimization}},
  AUTHOR = {Hamida, Sana Ben and Cont, Rama},
  URL = {https://hal.parisnanterre.fr//hal-02490586},
  JOURNAL = {{The Journal of Computational Finance}},
  PUBLISHER = {{Incisive Media}},
  YEAR = {2005},
  DOI = {10.2139/ssrn.546882},
  KEYWORDS = {stochastic optimization ; inverse problems ; option pricing ; volatility ; model calibration ; evo- lutionary algorithms},
  PDF = {https://hal.parisnanterre.fr//hal-02490586/file/evolution.pdf},
  HAL_ID = {hal-02490586},
  HAL_VERSION = {v1},
}