A Stochastic Optimization Method for European Option Pricing.
Venelin TodorovSlavi G. GeorgievPublished in: FedCSIS (Communication Papers) (2022)
Keyphrases
- optimization method
- option pricing
- optimization algorithm
- optimization methods
- black scholes
- stock price
- genetic algorithm
- optimization procedure
- evolutionary algorithm
- decision analysis
- differential evolution
- particle swarm
- simulated annealing
- real option
- metaheuristic
- nelder mead simplex
- black scholes model
- stock market
- life cycle
- stochastic model
- computational intelligence
- multi objective