Gobind Preet Singh, Ruppa K. Thulasiram, Parimala Thulasiraman. Pricing European Options Using a Novel Multi-objective Firefly Algorithm. In Yaxin Bi, Supriya Kapoor, Rahul Bhatia, editors, Proceedings of SAI Intelligent Systems Conference (IntelliSys) 2016 - Volume 1, London, UK, 21-22 September 2016. Volume 15 of Lecture Notes in Networks and Systems, pages 687-705, Springer, 2016. [doi]
Abstract is missing.