Moment matching approximation of Asian basket option prices.

Griselda Deelstra Ibrahima Diallo Michèle Vanmaele

Published in: J. Comput. Appl. Math. (2010)

Keyphrases

matching algorithm
image matching
keypoints
template matching
matching process
graph matching
affine invariant
matching scheme
approximation error
scale and rotation invariant
computer vision
decision making
similarity measure
supply chain
pattern matching