Hari Prasain, Parimala Thulasiraman, Ruppa K. Thulasiram, Girish K. Jha. Particle swarm optimization algorithm for option pricing: extended abstract. In Martin Pelikan, Jürgen Branke, editors, Genetic and Evolutionary Computation Conference, GECCO 2010, Proceedings, Portland, Oregon, USA, July 7-11, 2010, Companion Material. pages 2109-2110, ACM, 2010. [doi]
Abstract is missing.