Pricing Algorithms of Multivariate Path Dependent Options.

Yue Kuen Kwok Hoi Ying Wong Ka Wo Lau

Published in: J. Complex. (2001)

Keyphrases

learning algorithm
benchmark datasets
computational cost
data mining techniques
theoretical analysis
machine learning algorithms
data structure
computationally efficient
shortest path
orders of magnitude
genetic algorithm
computational complexity
high dimensional
data mining algorithms