Ant Colony Optimization for Option Pricing

DOI10.1007/978-3-540-95974-8_4zbMath1160.91302OpenAlexW141825768MaRDI QIDQ3627046

Sameer Kumar, Ruppa K. Thulasiram, Parimala Thulasiraman

Publication date: 14 May 2009

Published in: Natural Computing in Computational Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-95974-8_4

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Learning and adaptive systems in artificial intelligence (68T05) Approximation methods and heuristics in mathematical programming (90C59) Derivative securities (option pricing, hedging, etc.) (91G20) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

Cites Work

• The Pricing of Options and Corporate Liabilities
• A parallel implementation of ant colony optimization.
• Biologically inspired algorithms for financial modelling.
• THE GARCH OPTION PRICING MODEL
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Option pricing: A simplified approach
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item