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]
@inproceedings{KumarCTT09,
title = {Ant Colony Optimization to price exotic options},
author = {Sameer Kumar and Gitika Chadha and Ruppa K. Thulasiram and Parimala Thulasiraman},
year = {2009},
doi = {10.1109/CEC.2009.4983236},
url = {http://dx.doi.org/10.1109/CEC.2009.4983236},
tags = {optimization},
researchr = {https://researchr.org/publication/KumarCTT09},
cites = {0},
citedby = {0},
pages = {2366-2373},
booktitle = {Proceedings of the IEEE Congress on Evolutionary Computation, CEC 2009, Trondheim, Norway, 18-21 May, 2009},
publisher = {IEEE},
}