Ant Colony optimization for option pricing
Year of publication: |
2009
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Authors: | Kumar, Sameer ; Thulasiram, Ruppa K. ; Thulasiraman, Parimala |
Published in: |
Natural computing in computational finance : volume 2 ; [the inspiration for this book was due in part to the success of EvoFIN 2008, the 2nd European Workshop on Evolutionary Computation in Finance and Economics. EvoFIN 2008 took place in conjunction with Evo* 2008 in Naples, Italy (26 - 28 March 2008).]. - Berlin [u.a.] : Springer, ISBN 978-3-540-95973-1. - 2009, p. 51-73
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Subject: | Optionspreistheorie | Option pricing theory | Mathematische Optimierung | Mathematical programming | Heuristik | Heuristics | Theorie | Theory |
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