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A second order L0 stable algorithm for evaluating European options.
Ruppa K. Thulasiram
Chen Zhen
Amit Chhabra
Parimala Thulasiraman
Abba B. Gumel
Published in:
Int. J. High Perform. Comput. Netw. (2006)
Keyphrases
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improved algorithm
similarity measure
detection algorithm
simulated annealing
higher order
experimental evaluation
computational complexity
preprocessing
high accuracy
dynamic programming
experimental study
single pass
segmentation algorithm
computationally efficient
learning algorithm
classification algorithm
recognition algorithm
objective function
neural network
expectation maximization
np hard
cost function
artificial neural networks
search algorithm
data structure
matching algorithm
convergence rate
image processing
euler number