A second order L0 stable algorithm for evaluating European options.
Ruppa K. ThulasiramChen ZhenAmit ChhabraParimala ThulasiramanAbba B. GumelPublished in: Int. J. High Perform. Comput. Netw. (2006)
Keyphrases
- 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