Thesis Title : A Particle Swarm Optimization Algorithm for Option Pricing

Defended: Friday, June 11, 2010, 9am.

Publications:

Hari Prasain, Parimala Thulasiraman, Ruppa K. Thulasiram, Girish K. Jha, "Mapping PSO and Exploiting Concurrency for Option Pricing on a Homogeneous Multicore Architecture", Wiley InterScience, Concurrency and Computation: Practice and Experience. (Under Review)

Hari Prasain, Parimala Thulasiraman, Ruppa K. Thulasiram and Girish K. Jha, "Performance Evaluation of PSO Based Algorithm for Option pricing on homogeneous multicore architecture" , The Fifth IASTED International Conference on Computational Intelligence, Maui, Hawaii, 2010.

Hari Prasain, Parimala Thulasiraman, Ruppa K. Thulasiram and Girish K. Jha, "Particle Swarm Optimization Algorithm for Option Pricing", ACM Genetic and Evolutionary Computation Conference (GECCO), Portland, OR, July 2010.

Hari Prasain, Parimala Thulasiraman, Ruppa K. Thulasiram and Girish K. Jha, "Particle Swarm Optimization Algorithm for Option Pricing", 3rd Intl. Workshop on Parallel and Distributed Computing in Finance, Proc. of the 24th IEEE/ACM Intl. Parallel and Distributed Processing Symposium, April 19-23, 2010, Atlanta, GA, USA.