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Cubic B-Spline Collocation Method for Pricing Path Dependent Options.

Geraldine TourDésiré Yannick Tangman
Published in: ICCSA (6) (2014)
Keyphrases
  • cross validation
  • mutual information
  • higher order
  • cubic b spline
  • face recognition
  • similarity measure
  • objective function
  • pattern recognition
  • viewpoint
  • state space
  • principal component analysis