Hari Prasain, Girish K. Jha, Parimala Thulasiraman, Ruppa K. Thulasiram. A parallel Particle swarm optimization algorithm for option pricing. In 24th IEEE International Symposium on Parallel and Distributed Processing, IPDPS 2010, Atlanta, Georgia, USA, 19-23 April 2010 - Workshop Proceedings. pages 1-7, IEEE, 2010. [doi]
Abstract is missing.