Pricing Asian Options with an Efficient Convergent Approximation Algorithm.
Tian-Shyr DaiGuan-Shieng HuangYuh-Dauh LyuuPublished in: WSTST (2005)
Keyphrases
- detection algorithm
- optimization algorithm
- theoretical analysis
- computationally efficient
- experimental evaluation
- preprocessing
- significant improvement
- linear programming
- probabilistic model
- highly efficient
- improved algorithm
- recognition algorithm
- neural network
- computational complexity
- objective function
- learning algorithm
- cost function
- optimal solution
- similarity measure
- clustering method
- error bounds
- convergence rate
- image sequences
- genetic algorithm