Option Model Calibration Using a Bacterial Foraging Optimization Algorithm

Jing Dang, Anthony Brabazon, Michael O Neill, David Edelman. Option Model Calibration Using a Bacterial Foraging Optimization Algorithm. In Mario Giacobini, Anthony Brabazon, Stefano Cagnoni, Gianni Di Caro, Rolf Drechsler, Anikó Ekárt, Anna Esparcia-Alcázar, Muddassar Farooq, Andreas Fink, Jon McCormack, Michael O Neill, Juan Romero, Franz Rothlauf, Giovanni Squillero, Sima Uyar, Shengxiang Yang, editors, Applications of Evolutionary Computing, EvoWorkshops 2008: EvoCOMNET, EvoFIN, EvoHOT, EvoIASP, EvoMUSART, EvoNUM, EvoSTOC, and EvoTransLog, Naples, Italy, March 26-28, 2008. Proceedings. Volume 4974 of Lecture Notes in Computer Science, pages 113-122, Springer, 2008. [doi]

@inproceedings{DangBOE08:0,
  title = {Option Model Calibration Using a Bacterial Foraging Optimization Algorithm},
  author = {Jing Dang and Anthony Brabazon and Michael O Neill and David Edelman},
  year = {2008},
  doi = {10.1007/978-3-540-78761-7_12},
  url = {http://dx.doi.org/10.1007/978-3-540-78761-7_12},
  tags = {optimization},
  researchr = {https://researchr.org/publication/DangBOE08%3A0},
  cites = {0},
  citedby = {0},
  pages = {113-122},
  booktitle = {Applications of Evolutionary Computing, EvoWorkshops 2008: EvoCOMNET, EvoFIN, EvoHOT, EvoIASP, EvoMUSART, EvoNUM, EvoSTOC, and EvoTransLog, Naples, Italy, March 26-28, 2008. Proceedings},
  editor = {Mario Giacobini and Anthony Brabazon and Stefano Cagnoni and Gianni Di Caro and Rolf Drechsler and Anikó Ekárt and Anna Esparcia-Alcázar and Muddassar Farooq and Andreas Fink and Jon McCormack and Michael O Neill and Juan Romero and Franz Rothlauf and Giovanni Squillero and Sima Uyar and Shengxiang Yang},
  volume = {4974},
  series = {Lecture Notes in Computer Science},
  publisher = {Springer},
  isbn = {978-3-540-78760-0},
}