Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options.
Zhiguo WangLuping WangDeng-Shan WangYan JinPublished in: Appl. Math. Comput. (2014)
Keyphrases
- closed form solutions
- closed form
- constrained optimization
- point correspondences
- managerial insights
- special case
- optimal solution
- symmetry detection
- three dimensional
- dynamic programming
- worst case
- high order
- computer vision
- sensitivity analysis
- computational complexity
- transformation parameters
- image measurements
- option pricing
- pose determination