Option pricing using Particle Swarm Optimization.

Girish K. Jha Sameer Kumar Singh Hari Prasain Parimala Thulasiraman Ruppa K. Thulasiram

Published in: C3S2E (2009)

Keyphrases

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