"Calibration of the VGSSD Option Pricing Model using a Quantum-inspired Evolutionary Algorithm"

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Book	Author(s)	Year	Publisher
Nonlinear Option Pricing	Julien Guyon; Pierre Henry-Labordere	2013	Routledge
Option Pricing Models and Volatility Using Excel- VBA + Website	Fabrice Douglas Rouah; Gregory Vainberg	2007	John Wiley & Sons
Theory of rational option pricing	Robert C. Merton	1971	M.I.T.]
Advanced Option Pricing Models	Jeffrey Owen Katz, Donna McCormick	2005	McGraw-Hill
Commodity Option Pricing - A Practitioner's Guide	Iain J. Clark	2014	John Wiley & Sons
Random variance option pricing: empirical tests of the model and delta-sigma hedging	Louis O. Scott	1988	College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Optimization of Multilayered Radar Absorbing Structures (RAS) using Nature Inspired Algorithm	Vineetha Joy; Vishal G. Padwal; Hema Singh; Raveendranath U. Nair	2021	Routledge
Cloud Computing: Intelligent Pricing Algorithm	Sumit Chakraborty	2012	Business Analytics Research Lab India
Introduction to Option Pricing Theory	Gopinath Kallianpur; Rajeeva L. Karandikar	2000	Birkhäuser Boston
Telegraph Processes and Option Pricing	Alexander D. Kolesnik; Nikita Ratanov	2014	Springer Berlin Heidelberg
Option pricing and investment strategies	Richard M. Bookstaber	1991	McGraw-Hill
Computational methods for option pricing /	Achdou, Yves.; Pironneau, Olivier.	2005.	Society for Industrial and Applied Mathematics,
Foreign Exchange Option Pricing - A Practitioner's Guide	Iain J. Clark	2011	John Wiley & Sons
The Future of Pricing: How Airline Ticket Pricing Has Inspired a Revolution	E. Boyd	2007	Palgrave Macmillan US
The Complete Guide to Option Pricing Formulas	Espen Gaarder Haug	2006	McGraw-Hill
Option Pricing in Fractional Brownian Markets	Stefan Rostek	2009	Springer Berlin Heidelberg
An Introduction to Exotic Option Pricing	Peter Buchen	2012	Routledge
Option pricing and strategies in investing	Richard M. Bookstaber	1981	Addison Wesley Pub. Co.
The effects of transaction costs and different borrowing and lending rates on the option pricing model	John E. Gilster	1982	College of Commerce and Business Administration, Bureau of Economic and Business Research, University of Illinois at Urbana-Champaign
The effects of transaction costs and different borrowing and lending rates on the option pricing model	John E. Gilster	1981	College of Commerce and Business Administration, Bureau of Economic and Business Research, University of Illinois, Urbana-Champaign
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Chapter	Author(s)	Book	Book Authors	Year	Publisher
Calibration of the VGSSD Option Pricing Model using a Quantum-inspired Evolutionary Algorithm	Kai Fan; Conall O’Sullivan; Anthony Brabazon; Michael O’Neill; Seán McGarraghy	Quantum Inspired Intelligent Systems	Leandro dos Santos Coelho	2008	Springer Berlin Heidelberg
Quantum-Inspired Evolutionary Algorithms for Calibration of the VG Option Pricing Model	Kai Fan; Anthony Brabazon; Conall O’Sullivan; Michael O’Neill	Applications of Evolutionary Computing: EvoWorkshops 2007: EvoCOMNET, EvoFIN, EvoIASP, EvoINTERACTION, EvoMUSART, EvoSTOC, and EvoTransLog, Valencia, Spain, April 11-13, 2007, Proceedings	Mario Giacobini; Anthony Brabazon; Stefano Cagoni; Gianni A. Di Caro; Rolf Drechsler; Muddassar Farooq; Andreas Fink; Evelyne Lutton; Penousal Machado; Stefan Minner; Michael O'Neill; Juan Romero; Franz Rothlauf; Giovanni Squillero; Hideyuki Takagi; A. Sima Uyar; Shengxiang Yang	2007	Springer Berlin Heidelberg
An Option Pricing Model Calibration Using Algorithmic Differentiation	Emmanuel M. Tadjouddine; Yi Cao	Computer and Information Sciences II: 26th International Symposium on Computer and Information Sciences	Erol Gelenbe; Ricardo Lent; Georgia Sakellari	2012	Springer London
A Comprehensive Learning Quantum-Inspired Evolutionary Algorithm	Yanhui Qin; Gexiang Zhang; Yuquan Li; Huishen Zhang	Information and Business Intelligence: International Conference, IBI 2011, Chongqing, China, December 23-25, 2011. Proceedings, Part II	Xilong Qu; Chenguang Yang	2012	Springer Berlin Heidelberg
Option Model Calibration Using a Bacterial Foraging Optimization Algorithm	Jing Dang; Anthony Brabazon; Michael O’Neill; David Edelman	Applications of Evolutionary Computing: EvoWorkshops 2008: EvoCOMNET, EvoFIN, EvoHOT, EvoIASP, EvoMUSART, EvoNUM, EvoSTOC, and EvoTransLog	Mario Giacobini; Anthony Brabazon; Stefano Cagnoni; Gianni A. Di Caro; Rolf Drechsler; Aniko Ekart; Anna I. Esparcia-Alcazar; Muddassar Farooq; Andreas Fink; Jon McCormack; Michael O'Neill; Juan Romero; Franz Rothlauf; Giovanni Squillero; Sima Uyar; Shengxiang Yang	2008	Springer Berlin Heidelberg
Quantum-Inspired Evolutionary Algorithm-Based Face Verification	Jun-Su Jang; Kuk-Hyun Han; Jong-Hwan Kim	Genetic and Evolutionary Computation — GECCO 2003: Genetic and Evolutionary Computation Conference Chicago, IL, USA, July 12–16, 2003 Proceedings, Part II	Erick Cantú-Paz; James A. Foster; Kalyanmoy Deb; Lawrence David Davis; Rajkumar Roy; Una-May O'Reilly; Hans-Georg Beyer; Russel Standish; Graham Kendall; Stewart Wilson; Joachim Wegener; Dipankar Dasgupta; Mitchell A. Potter; Alan C. Schultz	2003	Springer Berlin Heidelberg
Quantum-Inspired Evolutionary Algorithm for Numerical Optimization	A. V. Abs da Cruz; M. M. B. R. Vellasco; M. A. C. Pacheco	Hybrid Evolutionary Algorithms	Crina Grosan; Ajith Abraham; Hisao Ishibuchi	2007	Springer Berlin Heidelberg
Quantum-Inspired Evolutionary Algorithm for Numerical Optimization	André Vargas Abs da Cruz; Marley M. B. R. Vellasco; Marco Aurélio C. Pacheco	Quantum Inspired Intelligent Systems	Leandro dos Santos Coelho	2008	Springer Berlin Heidelberg
Distributed Multiobjective Quantum-Inspired Evolutionary Algorithm (DMQEA)	Si-Jung Ryu; Jong-Hwan Kim	Robot Intelligence Technology and Applications 2012: An Edition of the Presented Papers from the 1st International Conference on Robot Intelligence Technology and Applications	Jong-Hwan Kim; Eric T Matson; Hyun Myung; Peter Xu	2013	Springer Berlin Heidelberg
Pricing model calibration		Machine Learning for Risk Calculations - A Practitioner's View	I. Ruiz	2021	John Wiley & Sons
Optimised State Assignment for FSMs Using Quantum Inspired Evolutionary Algorithm	Marcos Paulo Mello Araujo; Nadia Nedjah; Luiza de Macedo Mourelle	Evolvable Systems: From Biology to Hardware: 8th International Conference, ICES 2008, Prague, Czech Republic, September 21-24, 2008, Proceedings	Gregory S. Hornby; Lukas Sekanina; Pauline C. Haddow	2008	Springer Berlin Heidelberg
Automatic Color Detection for MiroSOT Using Quantum-Inspired Evolutionary Algorithm	Deok-Hwa Kim; Yong-Ho Yoo; Si-Jung Ryu; Woo-Young Go; Jong-Hwan Kim	Intelligent Robotics Systems: Inspiring the NEXT: 16th FIRA RoboWorld Congress, Fira 2013, Kuala Lumpur, Malaysia, August 24-29, 2013. Proceedings	Kairuddin Omar; Md. Jan Nordin; Prahlad Vadakkepat; Anton Satria Prabuwono; Siti Norul Huda Sheikh Abdullah; Jacky Baltes; Shamsudin Mohd Amin; Wan Zuha Wan Hassan; Mohammad Faidzul Nasrudin	2013	Springer Berlin Heidelberg
Quantum Inspired Evolutionary Algorithms	Anthony Brabazon; Michael O’Neill; Seán McGarraghy	Natural Computing Algorithms	Anthony Brabazon; Michael O'Neill; Seán McGarraghy	1st ed. 2015	Springer Berlin Heidelberg
A Quantum-Inspired Evolutionary Algorithm for Optimization Numerical Problems	Maurizio Fiasché	Neural Information Processing: 19th International Conference, ICONIP 2012, Doha, Qatar, November 12-15, 2012, Proceedings, Part III	Tingwen Huang; Zhigang Zeng; Chuandong Li; Chi-Sing Leung	2012	Springer Berlin Heidelberg
Hydrologic Model Calibration Using Evolutionary Optimisation	A. Jain; S. Srinivasulu	Practical Hydroinformatics: Computational Intelligence and Technological Developments in Water Applications	Robert J. Abrahart; Linda M. See; Dimitri P. Solomatine	2008	Springer Berlin Heidelberg
QUANTUM-INSPIRED EVOLUTIONARY ALGORITHM FOR TRAVELLING SALESMAN PROBLEM	X.Y. Feng; Y. Wang; H.W. Ge; C.G. Zhou; Y.C. Liang	Computational Methods	G.R. Liu; V.B.C. Tan; X. Han	2006	Springer Netherlands
Quantum Inspired Evolutionary Algorithm for Web Document Retrieval	Manas Kumar Yogi; Darapu Uma	Proceeding of the International Conference on Computer Networks, Big Data and IoT (ICCBI - 2019)	A. Pasumpon Pandian; Ram Palanisamy; Klimis Ntalianis	1st ed. 2020	Springer International Publishing
A COGARCH option pricing model		Surveys in Stochastic Processes (EMS Series of Congress Reports)	Jochen Blath, Peter Imkeller, Sylvie Roelly	2011	European Mathematical Society
62 Pricing an Option Using a Binary Model		An Undergraduate Introduction to Financial Mathematics	J. Robert Buchanan	2006	World Scientific Pub Co (
River model calibration: a genetic algorithm with evolutionary bottlenecking		River Flow 2004, Volume 2	Massimo Greco, A. Carravetta, R. Della Morte	2004	Taylor & Francis
Chapter	Author(s)	Book	Book Authors	Year	Publisher

Showing 1 to 20 of 100 entries

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