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2nd Swarm Intelligence Algorithms and Applications Symposium . Computational Intelligence Journal. . based on utility functions instead of option pricing models .
IEEE Transactions on Fuzzy Systems . Equity asset volatility modeling and forecasting provide key . direct and inverse problems in option pricing in a .
nance such as the option pricing, risk management and areas like value at risk (VaR), . Satchell, S., Forecasting Volatility in the Financial Markets, Butterworth A.B .
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