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GECCO
2008
Springer
119views Optimization» more  GECCO 2008»
14 years 19 days ago
GP age-layer and crossover effects in bid-offer spread prediction
The bid-offer spread on equity options is a key source of profits for market makers, and a key cost for those trading in the options. Spreads are influenced by dynamic market f...
Amy Willis, Suneer Patel, Christopher D. Clack