Pricing European Options Using a Novel Multi-objective Firefly Algorithm

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]

@inproceedings{SinghTT16-0,
  title = {Pricing European Options Using a Novel Multi-objective Firefly Algorithm},
  author = {Gobind Preet Singh and Ruppa K. Thulasiram and Parimala Thulasiraman},
  year = {2016},
  doi = {10.1007/978-3-319-56994-9_47},
  url = {https://doi.org/10.1007/978-3-319-56994-9_47},
  researchr = {https://researchr.org/publication/SinghTT16-0},
  cites = {0},
  citedby = {0},
  pages = {687-705},
  booktitle = {Proceedings of SAI Intelligent Systems Conference (IntelliSys) 2016 - Volume 1, London, UK, 21-22 September 2016},
  editor = {Yaxin Bi and Supriya Kapoor and Rahul Bhatia},
  volume = {15},
  series = {Lecture Notes in Networks and Systems},
  publisher = {Springer},
  isbn = {978-3-319-56994-9},
}