Abstract
Quantum effects are a natural phenomenon and just like evolution, or immune systems, can serve as an inspiration for the design of computing algorithms. This study illustrates how a quantum-inspired evolutionary algorithm can be constructed and examines the utility of the resulting algorithm on Option Pricing model calibration. The results from the algorithm are shown to be robust and comparable to those of other algorithms. © Springer-Verlag Berlin Heidelberg 2007.
Cite
CITATION STYLE
Kai, F., Brabazon, A., O’Sullivan, C., & O’Neill, M. (2007). Quantum-inspired evolutionary algorithms for calibration of the VG option pricing model. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 4448 LNCS, pp. 189–198). https://doi.org/10.1007/978-3-540-71805-5_21
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