A Fast, Accurate, and Simple Method for Pricing European-Asian and Saving-Asian Options.
Kenichiro OhtaKunihiko SadakaneAkiyoshi ShiouraTakeshi TokuyamaPublished in: Algorithmica (2005)
Keyphrases
- high accuracy
- high precision
- significant improvement
- preprocessing
- synthetic data
- similarity measure
- detection method
- fully automatic
- neural network
- computationally efficient
- computational cost
- dynamic programming
- highly accurate
- hong kong
- computational complexity
- objective function
- high quality
- feature extraction
- completely automatic
- segmentation method
- support vector machine svm
- main contribution
- theoretical analysis
- medical images
- cost function
- pairwise