Pricing European Options Using a Novel Multi-objective Firefly Algorithm.
Gobind Preet SinghRuppa K. ThulasiramParimala ThulasiramanPublished in: IntelliSys (1) (2016)
Keyphrases
- multi objective
- firefly algorithm
- option pricing
- black scholes model
- double exponential
- evolutionary algorithm
- optimization algorithm
- convergence speed
- multi objective optimization
- particle swarm optimization
- objective function
- genetic algorithm
- filter design
- nsga ii
- stock price
- optimization problems
- pso algorithm
- neural network
- multi objective evolutionary algorithms