Financial options whose payoff depends critically on historical prices are called pathdependent options. Their prices are usually harder to calculate than options whose prices do ...
Through analysis of present pseudo-parallel genetic algorithm, propose a new dynamic sub-population pseudo-parallel genetic algorithm. It changes the condition that the magnitude o...
— In this paper, a numerical method (termed, E47 algorithm) based on linear variational inequalities (LVI) is presented and investigated to solve quadratic programming (QP) probl...
Yunong Zhang, Senbo Fu, Zhijun Zhang, Lin Xiao, Xu...