A parallel Particle swarm optimization algorithm for option pricing.
Hari PrasainGirish K. JhaParimala ThulasiramanRuppa K. ThulasiramPublished in: IPDPS Workshops (2010)
Keyphrases
- particle swarm optimization algorithm
- option pricing
- particle swarm optimization
- convergence speed
- black scholes
- particle swarm
- stock price
- decision analysis
- global search
- pso algorithm
- real option
- black scholes model
- inertia weight
- multi criteria
- differential evolution
- decision support system
- decision makers
- long term
- genetic algorithm
- neural network