A Fitted Finite Volume Method for the Valuation of Options on Assets with Stochastic Volatilities.
C.-S. HuangC.-H. HungSong WangPublished in: Computing (2006)
Keyphrases
- high accuracy
- high precision
- pairwise
- fully automatic
- experimental evaluation
- classification accuracy
- theoretical analysis
- optimization algorithm
- detection method
- synthetic data
- significant improvement
- computational cost
- neural network
- segmentation method
- computationally efficient
- monte carlo
- support vector machine svm
- input data
- preprocessing
- feature extraction