An investment optimization algorithm for option pricing

MaRDI QIDQ3642141zbMATH OpenFDO

Authors Chunhua Yu, Xueqiao du, Na Xia

Publication date 11 November 2009

zbMATH Keywords

investmentoption pricingparticle swarm optimization

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Derivative securities (option pricing, hedging, etc.) (91G20)

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