Approximate solution for barrier option pricing using adaptive differential evolution with learning parameter
W Febrianti, KA Sidarto, N Sumarti - Mendel, 2022 - flames.test.infv.eu
Abstract Black-Scholes (BS) equations, which are in the form of stochastic partial differential
equations, are fundamental equations in mathematical finance, especially in option pricing …
equations, are fundamental equations in mathematical finance, especially in option pricing …
An Approximate Optimization Method for Solving Stiff Ordinary Differential Equations With Combinational Mutation Strategy of Differential Evolution Algorithm
W Febrianti, KA Sidarto, N Sumarti - MENDEL, 2022 - 46.28.109.63
This paper examines the implementation of simple combination mutation of differential
evolution algorithm for solving stiff ordinary differential equations. We use the weighted …
evolution algorithm for solving stiff ordinary differential equations. We use the weighted …