In this study, we developed two algorithms for option pricing using Particle Swarm Optimization (PSO). The first algorithm we developed is synchronous option ...
A Parallel Particle Swarm Optimization Algorithm for Option Pricing. Hari Prasain and Girish Kumar Jha and Parimala Thulasiraman and Ruppa Thulasiram.
In this research, we have designed a sequential PSO based option pricing algorithm using basic principles of PSO. The algorithm is applicable for both European ...
A Parallel Particle Swarm Optimization Algorithm for Option Pricing. A thesis presented by. Hari Prasain to. The Faculty of Graduate Studies in partial ...
In this study, we developed two algorithms for option pricing using Particle Swarm Optimization (PSO). The first algorithm we developed is synchronous option ...
[PDF] A parallel Particle swarm optimization algorithm for option ...
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This study developed two algorithms for option pricing using Particle Swarm Optimization (PSO), and the second is parallel synchronous option pricing ...
Hari Prasain, Girish K. Jha, Parimala Thulasiraman, Ruppa K. Thulasiram: A parallel Particle swarm optimization algorithm for option pricing.
In this study, we developed two algorithms for option pricing using Particle Swarm Optimization (PSO). The first algorithm we developed is synchronous option ...
Jul 19, 2010 · In this research, we have designed a sequential PSO based option pricing algorithm using basic principles of PSO. The algorithm is applicable ...
May 19, 2009 · In this paper an attempt is made to apply Particle Swarm Optimization (PSO) for pricing options. PSO is one of the novel global search algorithm ...