{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,22]],"date-time":"2024-10-22T15:09:58Z","timestamp":1729609798605,"version":"3.28.0"},"reference-count":28,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2009,5]]},"DOI":"10.1109\/ipdps.2009.5161150","type":"proceedings-article","created":{"date-parts":[[2009,7,20]],"date-time":"2009-07-20T15:56:45Z","timestamp":1248105405000},"page":"1-7","source":"Crossref","is-referenced-by-count":2,"title":["An Aggregated Ant Colony Optimization approach for pricing options"],"prefix":"10.1109","author":[{"given":"Yeshwanth","family":"Udayshankar","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Sameer","family":"Kumar","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Girish K.","family":"Jha","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Ruppa K.","family":"Thulasiram","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Parimala","family":"Thulasiraman","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"263","reference":[{"key":"19","first-page":"74","article-title":"option valuation with generalized ant programming","author":"keber","year":"2002","journal-title":"Proceedings of the Genetic and Evolutionary Computation Conference (GECCO)"},{"key":"17","doi-asserted-by":"publisher","DOI":"10.2307\/2329209"},{"key":"18","doi-asserted-by":"publisher","DOI":"10.1109\/CIFER.2003.1196251"},{"key":"15","doi-asserted-by":"publisher","DOI":"10.1109\/HPCS.2005.38"},{"journal-title":"Options Futures and Other Derivative Securities","year":"2006","author":"hull","key":"16"},{"key":"13","doi-asserted-by":"publisher","DOI":"10.2307\/1912773"},{"article-title":"a parallel algorithm to price asian options with multidimensional assets","year":"2005","author":"huang","key":"14"},{"key":"11","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.1995.tb00099.x"},{"journal-title":"Term Structure and Bond Option Pricing Under GARCH","year":"1996","author":"duan","key":"12"},{"key":"21","doi-asserted-by":"publisher","DOI":"10.1145\/1370256.1370260"},{"journal-title":"Genetic Programming On the Programming of Computers by Means of Natural Selection (Complex Adaptive Systems)","year":"1992","author":"koza","key":"20"},{"key":"22","doi-asserted-by":"publisher","DOI":"10.1109\/69.806935"},{"key":"23","doi-asserted-by":"publisher","DOI":"10.2307\/3003143"},{"journal-title":"Pricing Derivative Securities An Interactive Dynamic Environment with Maple V and MATLAB with Cdrom","year":"2000","author":"prisman","key":"24"},{"key":"25","first-page":"121","article-title":"different estimators of the underlying asset's volatility and option pricing errors: parallel monte-carlo simulation","author":"rahmail","year":"2004","journal-title":"Proceedings of the International Conference on Computational Finance and its Applications (ICCFA)"},{"key":"26","doi-asserted-by":"publisher","DOI":"10.1109\/ICPPW.2002.1039745"},{"key":"27","doi-asserted-by":"publisher","DOI":"10.1109\/IPDPS.2001.924950"},{"key":"28","doi-asserted-by":"publisher","DOI":"10.1145\/1274000.1274029"},{"key":"3","doi-asserted-by":"publisher","DOI":"10.1002\/ett.1062"},{"key":"2","doi-asserted-by":"publisher","DOI":"10.1086\/260062"},{"key":"10","doi-asserted-by":"publisher","DOI":"10.1109\/3477.484436"},{"key":"1","doi-asserted-by":"publisher","DOI":"10.1109\/99.486762"},{"year":"0","key":"7"},{"key":"6","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(79)90015-1"},{"key":"5","first-page":"32","article-title":"option pricing with genetic programming","author":"chen","year":"1998","journal-title":"Genetic Programming 1998 Proceedings of the Third Annual Conference"},{"key":"4","doi-asserted-by":"crossref","first-page":"317","DOI":"10.1613\/jair.530","article-title":"antnet: distributed stigmergetic control for communications networks","volume":"9","author":"caro","year":"1998","journal-title":"Journal of Artificial Intelligence Research"},{"key":"9","doi-asserted-by":"publisher","DOI":"10.1109\/4235.585892"},{"key":"8","doi-asserted-by":"crossref","DOI":"10.1007\/b99492","author":"dorigo","year":"2004","journal-title":"Ant Colony Optimization"}],"event":{"name":"Distributed Processing (IPDPS)","start":{"date-parts":[[2009,5,23]]},"location":"Rome, Italy","end":{"date-parts":[[2009,5,29]]}},"container-title":["2009 IEEE International Symposium on Parallel &amp; Distributed Processing"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx5\/5136864\/5160846\/05161150.pdf?arnumber=5161150","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,21]],"date-time":"2019-05-21T11:42:39Z","timestamp":1558438959000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/5161150\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2009,5]]},"references-count":28,"URL":"https:\/\/doi.org\/10.1109\/ipdps.2009.5161150","relation":{},"subject":[],"published":{"date-parts":[[2009,5]]}}}