Multi-basin particle swarm intelligence method for optimal calibration of parametric Lévy models

Seung-Ho Yang, Jaewook Lee. Multi-basin particle swarm intelligence method for optimal calibration of parametric Lévy models. Expert Syst. Appl., 39(1):482-493, 2012. [doi]

@article{YangL12-9,
  title = {Multi-basin particle swarm intelligence method for optimal calibration of parametric Lévy models},
  author = {Seung-Ho Yang and Jaewook Lee},
  year = {2012},
  doi = {10.1016/j.eswa.2011.07.039},
  url = {http://dx.doi.org/10.1016/j.eswa.2011.07.039},
  researchr = {https://researchr.org/publication/YangL12-9},
  cites = {0},
  citedby = {0},
  journal = {Expert Syst. Appl.},
  volume = {39},
  number = {1},
  pages = {482-493},
}