Ant Colony Optimization to price exotic options - researchr publication related

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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]

The following publications are possibly variants of this publication:

An Aggregated Ant Colony Optimization approach for pricing optionsYeshwanth Udayshankar, Sameer Kumar, Girish K. Jha, Ruppa K. Thulasiram, Parimala Thulasiraman. ipps 2009: 1-7 [doi]

Pricing transmission rights using ant colony optimizationSameer Kumar Singh, Ruppa K. Thulasiram, Parimala Thulasiraman. gecco 2011: 809-810 [doi]

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