High order approximation of derivatives with applications to pricing of financial derivatives.
Xiang WangJessica LiJichun LiPublished in: J. Comput. Appl. Math. (2021)
Keyphrases
- high order
- higher order
- low order
- lower order
- pairwise
- fourth order
- financial markets
- markov random field
- low rank
- bayesian logistic regression
- zernike moments
- risk management
- multiscale
- stock price
- face recognition
- approximation algorithms
- partial differential equations
- stock market
- tensor decomposition
- similarity measure