Pricing Financial Option as a Multi-Objective Optimization Problem Using Firefly Algorithms
An option, a type of a financial derivative, is a contract that creates an opportunity for a market player to avoid risks involved in investing, especially in equities. An investor desires to know the accurate value of an option before entering into a contract to buy/sell the underlying asset (stoc...
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2016
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| Online Access: | http://hdl.handle.net/1993/31618 |