A parallel firefly meta-heuristics algorithm for financial option pricing.

Kevin Mather Parimala Thulasiraman Ruppa K. Thulasiram Sujata Dash

Published in: SSCI (2017)

Keyphrases

optimal solution
metaheuristic
computational complexity
objective function
search space
dynamic programming
simulated annealing
particle swarm optimization
ant colony optimization
option pricing
neural network
optimization problems
combinatorial optimization
special case
state space
benchmark instances