Markose, S. Et Al. 2001. Evolutionary arbitrage for FTSE index options and futures. Congress on Evolutionary Computation, CEC 2001 (Special Session on Time Series Analysis & Compumetric Forecasting) , (Seul, South Korea), 275-282.

Markose, S., Tsang, E., ER, H., & Salhi, A., (2001). Evolutionary arbitrage for FTSE index options and futures . Congress on Evolutionary Computation, CEC 2001 (Special Session on Time Series Analysis & Compumetric Forecasting) (pp.275-282). Seul, South Korea

Markose, Sheri Et Al. "Evolutionary arbitrage for FTSE index options and futures," Congress on Evolutionary Computation, CEC 2001 (Special Session on Time Series Analysis & Compumetric Forecasting), Seul, South Korea, 2001

Markose, Sheri Et Al. "Evolutionary arbitrage for FTSE index options and futures." Congress on Evolutionary Computation, CEC 2001 (Special Session on Time Series Analysis & Compumetric Forecasting) , Seul, South Korea, pp.275-282, 2001

Markose, S. Et Al. (2001) . "Evolutionary arbitrage for FTSE index options and futures." Congress on Evolutionary Computation, CEC 2001 (Special Session on Time Series Analysis & Compumetric Forecasting) , Seul, South Korea, pp.275-282.

@conferencepaper{conferencepaper, author={Sheri Markose Et Al. }, title={Evolutionary arbitrage for FTSE index options and futures}, congress name={Congress on Evolutionary Computation, CEC 2001 (Special Session on Time Series Analysis & Compumetric Forecasting)}, city={Seul}, country={South Korea}, year={2001}, pages={275-282} }