Article history: Received 14 October 2013 Received in revised form 24 November 2013 Accepted 26 November 2013 Available online 15 December 2013

In this paper an improved Cuckoo Search Algorithm is developed to allow for an efficient and robust calibration of the Heston option pricing model for American options. Calibration of stochastic volatility models like the Heston is significantly harder than classical option pricing models as more parameters have to be estimated. The difficult task of calibrating one of these models to American ...

In this modern era a great deal of metamorphism is observed around us which eventuate due to some minute modifications and innovations in the area of Science and Technology. This paper deals with the application of a meta heuristic optimization algorithm namely the Cuckoo Search Algorithm in the design of an optimized planar antenna array which ensures high gain ,directivity, suppression of sid...

The Cuckoo search algorithm is a recent addition to metaheuristic techniques. It simulates the breeding behaviour of certain cuckoo species into a numerical optimization technique. Cuckoo birds lay their eggs in the nests of other host birds so that their chicks when hatched can be nurtured by the host birds. The optimum design algorithm presented for moment resisting steel frames is based on t...