@ashis2004

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Feature Description

Data Collection

Collect historical option prices and underlying asset prices.
Initialize Population

Create an initial population of random parameters for the option pricing model.
Fitness Function

Define a fitness function to minimize the difference between the model prices and market prices.
Selection, Crossover, Mutation

Implement genetic algorithm operations.
Iterate and Evaluate

Iterate through generations to find the best-fit parameters.

Use Case

Develop a genetic algorithm to estimate the parameters of option pricing models, such as the Black-Scholes model or the Heston model, to fit observed market prices.

Benefits

No response

Priority

High

Record

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