Estimation of option's volatility based on particle swarm optimization algorithm

DOI10.3969/J.ISSN.0490-6756.2017.05.005zbMATH Open1399.91113MaRDI QIDQ3175550FDOQ3175550

Authors Guang He, X. J. Long

Publication date 18 July 2018

zbMATH Keywords

option pricingparticle swarm optimization algorithmvolatilitymutation operation

Mathematics Subject Classification ID

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

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Cited in

(1)

• An investment optimization algorithm for option pricing

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