The method of fundamental solutions for solving options pricing models.
C. C. TsaiD. L. YoungJ. H. ChiangD. C. LoPublished in: Appl. Math. Comput. (2006)
Keyphrases
- probabilistic model
- high accuracy
- preprocessing
- significant improvement
- statistical model
- parameter estimation
- support vector machine
- computational cost
- cost function
- pairwise
- computational complexity
- objective function
- support vector machine svm
- data sets
- clustering method
- classification method
- parametric models
- statistical methods
- combinatorial optimization
- high precision
- predictive model
- mathematical model
- segmentation method
- synthetic data
- optimization algorithm
- model selection
- prior knowledge
- similarity measure