Journal of Applied Mathematics and Decision Sciences
Volume 2007 (2007), Article ID 39460, 15 pages
doi:10.1155/2007/39460
Research Article
Computational Exploration of the Biological Basis of Black-Scholes Expected Utility Function
1 Department of Business Administration, Alaska Pacific University, Anchorage 99508, AK, USA
2School of Business, Bond University, Australia
Received 28 April 2006; Revised 19 October 2006; Accepted 14 November 2006
Academic Editor: Mahyar A. Amouzegar
Copyright © 2007 Sukanto Bhattacharya and Kuldeep Kumar. 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.
Abstract
It has often been argued that there exists an underlying biological basis of utility
functions. Taking this line of argument a step further in this paper, we have aimed
to computationally demonstrate the biological basis of the Black-Scholes functional
form as applied to classical option pricing and hedging theory. The evolutionary
optimality of the classical Black-Scholes function has been computationally established
by means of a haploid genetic algorithm model. The objective was to minimize the dynamic
hedging error for a portfolio of assets that is built to replicate the payoff from a European
multi-asset option. The functional form that is seen to evolve over successive generations
which best attains this optimization objective is the classical Black-Scholes function
extended to a multiasset scenario.