Sameer Kumar, Gitika Chadha, Ruppa K. Thulasiram, Parimala Thulasiraman. Ant Colony Optimization to price exotic options. In Proceedings of the IEEE Congress on Evolutionary Computation, CEC 2009, Trondheim, Norway, 18-21 May, 2009. pages 2366-2373, IEEE, 2009. [doi]
Abstract is missing.