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DOI10.3969/J.ISSN.0490-6756.2017.05.005zbMath1399.91113MaRDI QIDQ3175550

Guang He, Xian-Jun Long

Publication date: 18 July 2018

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

option pricing volatility particle swarm optimization algorithm mutation operation

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Derivative securities (option pricing, hedging, etc.) (91G20)

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