A Normalized Particle Swarm Optimization Algorithm to Price Complex Chooser Option and Accelerating its Performance with GPU
An option is a financial instrument which derives its value from an underlying asset. There are a wide range of options traded today. Some are simple and plain, like the European options, while others are very difficult to evaluate. Both buyers and sellers continue to look for efficient algorithms a...
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2011
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| Online Access: | http://hdl.handle.net/1993/4989 |