Approximate Solution for Barrier Option Pricing Using Adaptive Differential Evolution With Learning Parameter

Black-Scholes (BS) equations, which are in the form of stochastic partial differential fundamental equations mathematical finance, especially option pricing. Even though there exists an analytical solution to standard form, not straightforward be solved numerically. The effective and efficient numerical method will useful solve advanced non-standard forms BS future. In this paper, we propose a using approach optimization problems, where metaheuristic algorithm is utilized find best-approximated solutions equations. Here use Adaptive Differential Evolution with Learning Parameter (ADELP) algorithm. being meant values European pricing that equipped Barrier result our approximation fits well solutions.