Nature-inspired soft computing for financial option pricing using high-performance analytics-Reference-Cited by-同舟云学术

Nature-inspired soft computing for financial option pricing using high-performance analytics

Published:2014-09-05 Issue:3 Volume:28 Page:707-728
ISSN:1532-0626
Container-title:Concurrency and Computation: Practice and Experience
language:en
Short-container-title:Concurrency Computat.: Pract. Exper.

Author:

Thulasiram Ruppa K.¹,Thulasiraman Parimala¹,Prasain Hari¹,Jha Girish K.¹²

Affiliation:

1. Department of Computer Science; University of Manitoba; Winnipeg, MB, Canada, R3T2N2

2. Division of Agricultural Economics; Indian Agricultural Research Institute; New Delhi India

Funder

NSERC

Publisher

Wiley

Subject

Computational Theory and Mathematics,Computer Networks and Communications,Computer Science Applications,Theoretical Computer Science,Software

Reference39 articles.

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2. Theory of rational option pricing;Merton;Bell Journal of Economics and Management Science,1973

3. Kumar S Thulasiram RK Thulasiraman P A bioinspired algorithm to price options ACM Proceedings of the C* Conference on Computer Science and Software Engienering, Montreal, QC 2008 11 22

4. Yin Z Brabazon A O'Sullivan C Adaptive genetic programming for option pricing Proceedings of the 2007 Conference Companion on Genetic and Evolutionary Computation (GECCO) London, England, UK 2007 2588 2594

5. Kennedy J Eberhart R Particle swarm optimization Proceedings of the IEEE International Conference on Neural Networks Perth, Australia 1995 1942 1958

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