Thesis Title : A Parallel Particle Swarm Optimization Algorithm for Option Pricing

Publications: Journals and Conferences

* Hari Prasain, Parimala Thulasiraman, Ruppa K. Thulasiram and Girish K. Jha (2010), Performance Evaluation of PSO-based Algorithm for Option Pricing on Homogeneous Multi-core Architecture, Proc. of the 2010 IASTED Computational Intelligence Conf., Maui, HI, USA Aug. 2010

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

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



Technical Memos and Notes

Research results are written initially as technical reports. They may be submitted for external publications.

Working Papers

If you need a copy of any of the above papers please send a mail to Ruppa Thulasiram