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Option pricing model calibration using a real-valued quantum-inspired evolutionary algorithm.

Kai FanAnthony BrabazonConall O'SullivanMichael O'Neill
Published in: GECCO (2007)
Keyphrases
  • real valued
  • probabilistic model
  • prior knowledge
  • sensitivity analysis
  • option pricing
  • neural network
  • objective function
  • domain knowledge
  • probability distribution
  • latent variables