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    » Sequential calibration of options
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    CSDA
    2008
    64views more  CSDA 2008»
    Sequential calibration of options
    13 years 4 months ago
    Sequential calibration of options
    Download  www.maths.lth.se
    Erik Lindström, Jonas Ströjby, Mats Brod...
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    SIAMCO
    2008
    60views more  SIAMCO 2008»
    An Inverse Problem for a Parabolic Variational Inequality with an Integro-Differential Operator
    13 years 4 months ago
    An Inverse Problem for a Parabolic Variational Inequality with an Integro-Differential Operator
    Download  www.ann.jussieu.fr
    We consider the calibration of a L
    Yves Achdou
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    EVOW
    2008
    Springer
    139views Artificial Intelligence» more  EVOW 2008»
    Option Model Calibration Using a Bacterial Foraging Optimization Algorithm
    13 years 6 months ago
    Option Model Calibration Using a Bacterial Foraging Optimization Algorithm
    Download  ncra.ucd.ie
    The Bacterial Foraging Optimization (BFO) algorithm is a biologically inspired computation technique which is based on mimicking the foraging behavior of E.coli bacteria. This pape...
    Jing Dang, Anthony Brabazon, Michael O'Neill, Davi...
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    GECCO
    2007
    Springer
    154views Optimization» more  GECCO 2007»
    Option pricing model calibration using a real-valued quantum-inspired evolutionary algorithm
    13 years 10 months ago
    Option pricing model calibration using a real-valued quantum-inspired evolutionary algorithm
    Download  www.cs.bham.ac.uk
    Quantum effects are a natural phenomenon and just like evolution, or immune processes, can serve as an inspiration for the design of computing algorithms. This study illustrates ...
    Kai Fan, Anthony Brabazon, Conall O'Sullivan, Mich...
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    CATS
    2007
    82views Applied Computing» more  CATS 2007»
    A Linear Time Algorithm for Pricing European Sequential Barrier Options
    13 years 6 months ago
    A Linear Time Algorithm for Pricing European Sequential Barrier Options
    Download  www.cse.unsw.edu.au
    Financial derivatives are contracts concerning rights and obligations to engage in future transactions on some underlying financial instrument. A major concern in financial mark...
    Peng Gao, Ron van der Meyden
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