Projection and contraction method for the valuation of American options under regime switching.
Haiming SongJingbo XuJinda YangYutian LiPublished in: Commun. Nonlinear Sci. Numer. Simul. (2022)
Keyphrases
- computational complexity
- detection method
- similarity measure
- high precision
- computationally efficient
- computational cost
- fully automatic
- neural network
- high accuracy
- experimental evaluation
- preprocessing
- optimization algorithm
- color images
- classification method
- edge detection
- significant improvement
- synthetic data
- training set