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Non-dominant sorting Firefly algorithm for pricing American option.

Gobind Preet SinghRuppa K. ThulasiramParimala Thulasiraman
Published in: SSCI (2016)
Keyphrases
  • firefly algorithm
  • option pricing
  • black scholes model
  • convergence speed
  • filter design
  • stock price
  • real option
  • metaheuristic
  • denoising
  • image processing
  • high frequency