Rational Spectral Collocation Method for Pricing American Vanilla and Butterfly Spread Options.
Edson PindzaKailash C. PatidarEdgard NgoundaPublished in: FDM (2014)
Keyphrases
- high accuracy
- significant improvement
- detection method
- computational complexity
- hybrid method
- pairwise
- similarity measure
- input data
- co occurrence
- support vector machine
- experimental evaluation
- cost function
- k means
- preprocessing
- computationally efficient
- reinforcement learning
- infrared
- segmentation method
- decision making
- multispectral images
- spectral analysis