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.
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Fan, K., Brabazon, A., O’Sullivan, C., O’Neill, M. (2007). Quantum-Inspired Evolutionary Algorithms for Calibration of the VG Option Pricing Model. In: Giacobini, M. (eds) Applications of Evolutionary Computing. EvoWorkshops 2007. Lecture Notes in Computer Science, vol 4448. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-71805-5_21
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DOI: https://doi.org/10.1007/978-3-540-71805-5_21
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