Binary Particle Swarm Optimization for Black-Scholes Option Pricing.
Sangwook LeeJusang LeeDaeyoung ShimMoongu JeonPublished in: KES (1) (2007)
Keyphrases
- binary particle swarm optimization
- black scholes
- option pricing
- stock price
- particle swarm optimization
- global optimization
- decision analysis
- fitness function
- capital budgeting
- real option
- black scholes model
- fuzzy numbers
- stock exchange
- numerical methods
- financial markets
- artificial intelligence
- multi criteria
- long term
- expert systems