GPU acceleration of the stochastic grid bundling method for early-exercise options.
Álvaro LeitaoCornelis W. OosterleePublished in: Int. J. Comput. Math. (2015)
Keyphrases
- detection method
- pairwise
- experimental evaluation
- high accuracy
- significant improvement
- similarity measure
- segmentation method
- computationally efficient
- artificial neural networks
- dynamic programming
- classification accuracy
- d objects
- optimization algorithm
- optimization method
- image segmentation
- high precision
- input data
- cost function
- preprocessing
- feature extraction