Option pricing model calibration using a real-valued quantum-inspired evolutionary algorithm

Proceedings of GECCO 2007: Genetic and Evolutionary Computation Conference

Volumn , Issue , 2007, Pages 1983-1990

  Fan, Kai ^a   Brabazon, Anthony ^a   O'Sullivan, Conall ^a   O'Neill, Michael ^a  

^a UNIVERSITY COLLEGE DUBLIN   (Ireland)

Author keywords

Option pricing; Real valued quantum inspired evolutionary algorithm

Indexed keywords

EVOLUTIONARY ALGORITHMS; MATHEMATICAL MODELS; PROBLEM SOLVING; ROBUSTNESS (CONTROL SYSTEMS);

OPTION PRICING; REAL-VALUED QUANTUM-INSPIRED EVOLUTIONARY ALGORITHM;

COMPUTATION THEORY;

EID: 34548093284     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/1276958.1277351     Document Type: Conference Paper

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