Ant Colony Optimization to price exotic options

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]

Authors

Sameer Kumar

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Gitika Chadha

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Ruppa K. Thulasiram

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Parimala Thulasiraman

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