Modeling Vanilla Option prices: A simulation study by an implicit method.
Snehanshu SahaBidisha GoswamiSurbhi AgrawalPublished in: CoRR (2013)
Keyphrases
- simulation study
- support vector machine
- preprocessing
- multiresolution
- high precision
- experimental evaluation
- cost function
- classification method
- probabilistic model
- dynamic programming
- significant improvement
- pairwise
- computational complexity
- computational cost
- fully automatic
- clustering method
- computationally efficient
- feature set
- high accuracy
- classification accuracy
- machine learning
- decision trees
- image processing