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

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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)

Cited In (1)

• An investment optimization algorithm for option pricing

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