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Option pricing using Particle Swarm Optimization.
Girish K. Jha
Sameer Kumar Singh
Hari Prasain
Parimala Thulasiraman
Ruppa K. Thulasiram
Published in:
C3S2E (2009)
Keyphrases
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option pricing
black scholes
stock price
decision analysis
real option
capital budgeting
black scholes model
probabilistic model
neural network
data mining
decision making
long term
np hard