Pseudo-analytical solutions for stochastic options pricing using Monte Carlo simulation and Breeding PSO-trained neural networks

Sam Palmer, Denise Gorse. Pseudo-analytical solutions for stochastic options pricing using Monte Carlo simulation and Breeding PSO-trained neural networks. In 25th European Symposium on Artificial Neural Networks, ESANN 2017, Bruges, Belgium, April 26-28, 2017. 2017. [doi]

Abstract

Abstract is missing.