Estimation of an EGARCH Volatility Option Pricing Model using a Bacteria Foraging Optimisation Algorithm
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Publication:3521769
DOI10.1007/978-3-540-77477-8_7zbMath1151.91440OpenAlexW1600270429MaRDI QIDQ3521769
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Publication date: 26 August 2008
Published in: Natural Computing in Computational Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-77477-8_7
Numerical methods (including Monte Carlo methods) (91G60) Approximation methods and heuristics in mathematical programming (90C59)
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