An efficient convergent lattice algorithm for European Asian options.
Tian-Shyr DaiGuan-Shieng HuangYuh-Dauh LyuuPublished in: Appl. Math. Comput. (2005)
Keyphrases
- image processing
- computational complexity
- experimental evaluation
- computational cost
- improved algorithm
- objective function
- optimal solution
- dynamic programming
- high accuracy
- learning algorithm
- recognition algorithm
- times faster
- matching algorithm
- computationally efficient
- linear programming
- cost function
- expectation maximization
- image registration
- optimization algorithm
- experimental study
- convex hull
- search space
- single pass
- lattice structure
- tree structure
- significant improvement
- data sets
- memory efficient