An accurate binomial model for pricing American Asian option.

Jian Liu Weixing Wu Jingfeng Xu Haijian Zhao

Published in: J. Syst. Sci. Complex. (2014)

Keyphrases

probabilistic model
prior knowledge
cost function
experimental data
database
theoretical framework
united states
simulation model
genetic algorithm
decision making
image sequences
objective function
computationally efficient
mathematical model
statistical model
sensitivity analysis