Convergence of the trinomial tree method for pricing European/American options.
Jaemin AhnMinsu SongPublished in: Appl. Math. Comput. (2007)
Keyphrases
- tree structure
- high accuracy
- cost function
- significant improvement
- experimental evaluation
- synthetic data
- objective function
- preprocessing
- optimization algorithm
- image registration
- black scholes model
- classification method
- segmentation method
- detection method
- clustering method
- detection algorithm
- neural network
- computational cost
- computational complexity
- search algorithm
- reinforcement learning
- feature selection