On the methods of pricing American options: case study.

Burcu Aydogan Ümit Aksoy Ömür Ugur

Published in: Ann. Oper. Res. (2018)

Keyphrases

case study
qualitative and quantitative
significant improvement
data sets
computational cost
database
databases
real world
preprocessing
supply chain
benchmark datasets
computationally expensive
development process
optimization methods