Jing Dang, Anthony Brabazon, Michael O Neill, David Edelman. Estimation of an EGARCHVolatility Option Pricing Model using a Bacteria Foraging Optimisation Algorithm. In Anthony Brabazon, Michael O Neill, editors, Natural Computing in Computational Finance. Volume 100 of Studies in Computational Intelligence, pages 109-127, Springer, 2008. [doi]
@incollection{DangBOE08,
title = {Estimation of an EGARCHVolatility Option Pricing Model using a Bacteria Foraging Optimisation Algorithm},
author = {Jing Dang and Anthony Brabazon and Michael O Neill and David Edelman},
year = {2008},
doi = {10.1007/978-3-540-77477-8_7},
url = {http://dx.doi.org/10.1007/978-3-540-77477-8_7},
researchr = {https://researchr.org/publication/DangBOE08},
cites = {0},
citedby = {0},
pages = {109-127},
booktitle = {Natural Computing in Computational Finance},
editor = {Anthony Brabazon and Michael O Neill},
volume = {100},
series = {Studies in Computational Intelligence},
publisher = {Springer},
isbn = {978-3-540-77476-1},
}