Short Communication: Projection of Functionals and Fast Pricing of Exotic Options.
Valentin Tissot-DaguettePublished in: SIAM J. Financial Math. (2022)
Keyphrases
- option pricing
- black scholes model
- higher order
- special case
- communication systems
- communication overhead
- communication protocol
- multi party
- human computer
- double exponential
- multi agent
- communication networks
- projection method
- communication technologies
- profit maximization
- pricing model
- database
- communication cost
- search strategies
- computer networks
- image processing
- genetic algorithm