{"id":"https://openalex.org/W7168090102","doi":"https://doi.org/10.1007/978-3-032-22221-3_30","title":"Intelligent Simulation-Based European Option Valuation","display_name":"Intelligent Simulation-Based European Option Valuation","publication_year":2026,"publication_date":"2026-01-01","ids":{"openalex":"https://openalex.org/W7168090102","doi":"https://doi.org/10.1007/978-3-032-22221-3_30"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-032-22221-3_30","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-032-22221-3_30","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5078762918","display_name":"Venelin Todorov","orcid":"https://orcid.org/0000-0001-7134-5901"},"institutions":[{"id":"https://openalex.org/I4210163063","display_name":"Institute of Information and Communication Technologies","ror":"https://ror.org/05fpsjc82","country_code":"BG","type":"facility","lineage":["https://openalex.org/I24768866","https://openalex.org/I4210163063"]}],"countries":["BG"],"is_corresponding":true,"raw_author_name":"Venelin Todorov","raw_affiliation_strings":["Centre of Excellence in Informatics and Information and Communication Technologies, 25A Acad. Georgi Bonchev Street, 1113, Sofia, Bulgaria","Department of Parallel Algorithms and Machine Learning with a Laboratory in Neurotechnologies, Institute of Information and Communication Technologies, Bulgarian Academy of Sciences, Acad. Georgi Bonchev Street, Block 25A, 1113, Sofia, Bulgaria"],"raw_orcid":"https://orcid.org/0000-0001-7134-5901","affiliations":[{"raw_affiliation_string":"Centre of Excellence in Informatics and Information and Communication Technologies, 25A Acad. Georgi Bonchev Street, 1113, Sofia, Bulgaria","institution_ids":["https://openalex.org/I4210163063"]},{"raw_affiliation_string":"Department of Parallel Algorithms and Machine Learning with a Laboratory in Neurotechnologies, Institute of Information and Communication Technologies, Bulgarian Academy of Sciences, Acad. Georgi Bonchev Street, Block 25A, 1113, Sofia, Bulgaria","institution_ids":["https://openalex.org/I4210163063"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5140490693","display_name":"Boris Chakarov","orcid":null},"institutions":[{"id":"https://openalex.org/I43986944","display_name":"Angel Kanchev University of Ruse","ror":"https://ror.org/01g09ef73","country_code":"BG","type":"education","lineage":["https://openalex.org/I43986944"]}],"countries":["BG"],"is_corresponding":false,"raw_author_name":"Boris Chakarov","raw_affiliation_strings":["Department of Applied Mathematics and Statistics, University of Ruse, 8 Studentska Street, 7004, Ruse, Bulgaria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics and Statistics, University of Ruse, 8 Studentska Street, 7004, Ruse, Bulgaria","institution_ids":["https://openalex.org/I43986944"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5140499544","display_name":"Svetoslav Hadziivanov","orcid":null},"institutions":[{"id":"https://openalex.org/I24768866","display_name":"Bulgarian Academy of Sciences","ror":"https://ror.org/01x8hew03","country_code":"BG","type":"government","lineage":["https://openalex.org/I24768866"]},{"id":"https://openalex.org/I4210105926","display_name":"Institute of Mathematics and Informatics","ror":"https://ror.org/01b5dy719","country_code":"BG","type":"facility","lineage":["https://openalex.org/I24768866","https://openalex.org/I4210105926"]}],"countries":["BG"],"is_corresponding":false,"raw_author_name":"Svetoslav Hadziivanov","raw_affiliation_strings":["Department of Information Modeling, Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Acad. Georgi Bonchev Street, Block 8, 1113, Sofia, Bulgaria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Information Modeling, Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Acad. Georgi Bonchev Street, Block 8, 1113, Sofia, Bulgaria","institution_ids":["https://openalex.org/I24768866","https://openalex.org/I4210105926"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5073083825","display_name":"Slavi Georgiev","orcid":"https://orcid.org/0000-0001-9826-9603"},"institutions":[{"id":"https://openalex.org/I24768866","display_name":"Bulgarian Academy of Sciences","ror":"https://ror.org/01x8hew03","country_code":"BG","type":"government","lineage":["https://openalex.org/I24768866"]},{"id":"https://openalex.org/I4210105926","display_name":"Institute of Mathematics and Informatics","ror":"https://ror.org/01b5dy719","country_code":"BG","type":"facility","lineage":["https://openalex.org/I24768866","https://openalex.org/I4210105926"]},{"id":"https://openalex.org/I43986944","display_name":"Angel Kanchev University of Ruse","ror":"https://ror.org/01g09ef73","country_code":"BG","type":"education","lineage":["https://openalex.org/I43986944"]}],"countries":["BG"],"is_corresponding":false,"raw_author_name":"Slavi Georgiev","raw_affiliation_strings":["Department of Applied Mathematics and Statistics, University of Ruse, 8 Studentska Street, 7004, Ruse, Bulgaria","Department of Information Modeling, Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Acad. Georgi Bonchev Street, Block 8, 1113, Sofia, Bulgaria"],"raw_orcid":"https://orcid.org/0000-0001-9826-9603","affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics and Statistics, University of Ruse, 8 Studentska Street, 7004, Ruse, Bulgaria","institution_ids":["https://openalex.org/I43986944"]},{"raw_affiliation_string":"Department of Information Modeling, Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Acad. Georgi Bonchev Street, Block 8, 1113, Sofia, Bulgaria","institution_ids":["https://openalex.org/I24768866","https://openalex.org/I4210105926"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5003423551","display_name":"Yuri Dimitrov","orcid":"https://orcid.org/0000-0001-6707-9583"},"institutions":[{"id":"https://openalex.org/I170627324","display_name":"University of Forestry","ror":"https://ror.org/033t8gt11","country_code":"BG","type":"education","lineage":["https://openalex.org/I170627324"]},{"id":"https://openalex.org/I24768866","display_name":"Bulgarian Academy of Sciences","ror":"https://ror.org/01x8hew03","country_code":"BG","type":"government","lineage":["https://openalex.org/I24768866"]},{"id":"https://openalex.org/I4210105926","display_name":"Institute of Mathematics and Informatics","ror":"https://ror.org/01b5dy719","country_code":"BG","type":"facility","lineage":["https://openalex.org/I24768866","https://openalex.org/I4210105926"]}],"countries":["BG"],"is_corresponding":false,"raw_author_name":"Yuri Dimitrov","raw_affiliation_strings":["Department of Information Modeling, Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Acad. Georgi Bonchev Street, Block 8, 1113, Sofia, Bulgaria","Department of Mathematics, Physics and Informatics, Faculty of Forest Industry, University of Forestry, 10 Street Kliment Ohridski Blvd., 1756, Sofia, Bulgaria"],"raw_orcid":"https://orcid.org/0000-0001-6707-9583","affiliations":[{"raw_affiliation_string":"Department of Information Modeling, Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Acad. Georgi Bonchev Street, Block 8, 1113, Sofia, Bulgaria","institution_ids":["https://openalex.org/I24768866","https://openalex.org/I4210105926"]},{"raw_affiliation_string":"Department of Mathematics, Physics and Informatics, Faculty of Forest Industry, University of Forestry, 10 Street Kliment Ohridski Blvd., 1756, Sofia, Bulgaria","institution_ids":["https://openalex.org/I170627324"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5078762918"],"corresponding_institution_ids":["https://openalex.org/I4210163063"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"268","last_page":"276"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.2915000021457672,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.2915000021457672,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.06030000001192093,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.05739999935030937,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/valuation","display_name":"Valuation (finance)","score":0.48330000042915344},{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.3407999873161316},{"id":"https://openalex.org/keywords/intelligent-decision-support-system","display_name":"Intelligent decision support system","score":0.27559998631477356},{"id":"https://openalex.org/keywords/black\u2013scholes-model","display_name":"Black\u2013Scholes model","score":0.21819999814033508}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7397000193595886},{"id":"https://openalex.org/C186027771","wikidata":"https://www.wikidata.org/wiki/Q4008379","display_name":"Valuation (finance)","level":2,"score":0.48330000042915344},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.40689998865127563},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.3546000123023987},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.3407999873161316},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.3174000084400177},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.2867000102996826},{"id":"https://openalex.org/C56397880","wikidata":"https://www.wikidata.org/wiki/Q6044094","display_name":"Intelligent decision support system","level":2,"score":0.27559998631477356},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.22750000655651093},{"id":"https://openalex.org/C163128081","wikidata":"https://www.wikidata.org/wiki/Q1338307","display_name":"Black\u2013Scholes model","level":3,"score":0.21819999814033508}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-032-22221-3_30","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-032-22221-3_30","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W647800561","https://openalex.org/W1602773783","https://openalex.org/W1883210593","https://openalex.org/W1963748947","https://openalex.org/W1971362449","https://openalex.org/W1982039177","https://openalex.org/W2007576462","https://openalex.org/W2017001763","https://openalex.org/W2045422729","https://openalex.org/W2077791698","https://openalex.org/W2084937640","https://openalex.org/W2110930696","https://openalex.org/W2989511151","https://openalex.org/W4247451115","https://openalex.org/W4300580367","https://openalex.org/W4409919141"],"related_works":[],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-07-22T07:51:19.307946","created_date":"2026-07-13T00:00:00"}