A Parallel Particle Swarm Optimization Algorithm for Option Pricing
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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| Language: | en_US |
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2010
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| Online Access: | http://hdl.handle.net/1993/4033 |
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