Estimation of an EGARCH Volatility Option Pricing Model using a Bacteria Foraging Optimisation Algorithm

DOI10.1007/978-3-540-77477-8_7MaRDI QIDQ3521769zbMATH OpenOpenAlexFDO

Authors

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

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Numerical methods (including Monte Carlo methods) (91G60)

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Cited in

(2)

• A Novel Model for Bacterial Foraging in Varying Environments
• scientific article; zbMATH DE number 7108979 (Why is no real title available?)

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Uses Software

• CIXL2

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