A Parallel Particle Swarm Optimization Algorithm for Option Pricing

A Parallel Particle Swarm Optimization Algorithm for Option Pricing

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Financial derivatives play significant role in an investor's success. Financial option is one form of derivatives. Option pricing is one of the challenging and fundamental problems of computational finance. Due to highly volatile and dynamic market conditions, there are no closed form solut...

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Bibliographic Details
Main Author: Prasain, Hari
Other Authors: Thulasiraman, Parimala(Computer Science) Thulasiram, Ruppa(Computer Science)
Language:en_US
Published: 2010
Subjects:
PSO
option pricing algorithm
Parallel PSO
multicore architecture
Online Access:http://hdl.handle.net/1993/4033

Internet

http://hdl.handle.net/1993/4033

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