Proceedings of the 5th Annual Workshop on Cyber Security and Information Intelligence Research: Cyber Security and Information Intelligence Challenges and Strategies (CSIIRW '09)
By Doug Maughan, George Hull, Robert Stratton, Salvatore Stolfo
Issue Date:April 2009
Option pricing is one of the challenging areas of computational finance. In this paper an attempt is made to apply Particle Swarm Optimization (PSO) for pricing options. PSO is one of the novel global search algorithm based on swarm intelligence. It is sho...