High-order computational methods for option valuation under multifactor models.
Nisha RambeerichDésiré Yannick TangmanM. R. LollchundMuddun BhuruthPublished in: Eur. J. Oper. Res. (2013)
Keyphrases
- high order
- computational methods
- higher order
- computational approaches
- statistical methods
- bayesian logistic regression
- statistical models
- computational tools
- lower order
- probabilistic model
- pairwise
- markov models
- low order
- parameter estimation
- model selection
- protein protein interactions
- predictive power
- learning algorithm
- data mining