Accurate and efficient lattice algorithms for American-style Asian options with range bounds.
Tian-Shyr DaiYuh-Dauh LyuuPublished in: Appl. Math. Comput. (2009)
Keyphrases
- computationally efficient
- computationally expensive
- worst case
- upper and lower bounds
- computational complexity
- recently developed
- computational cost
- learning algorithm
- computationally complex
- computational efficiency
- orders of magnitude
- data mining algorithms
- united states
- algorithmic solutions
- significant improvement
- randomized algorithms
- highly scalable
- high accuracy
- computationally intensive
- error bounds
- data mining
- wide range
- lower and upper bounds
- highly efficient
- search strategies
- association rules
- times faster
- upper bound
- benchmark datasets