An exact subexponential-time lattice algorithm for Asian options.
Tian-Shyr DaiYuh-Dauh LyuuPublished in: SODA (2004)
Keyphrases
- experimental evaluation
- learning algorithm
- recognition algorithm
- linear programming
- similarity measure
- preprocessing
- dynamic programming
- computationally efficient
- detection algorithm
- selection algorithm
- computational cost
- theoretical analysis
- optimization algorithm
- optimal solution
- objective function
- brute force
- classification algorithm
- matching algorithm
- path planning
- ant colony optimization
- expectation maximization
- cost function
- improved algorithm
- significant improvement
- k means
- artificial neural networks
- computational complexity
- single pass
- probabilistic model
- experimental study
- high accuracy
- data sets
- multi objective
- image sequences
- neural network