Login / Signup
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process.
Tian-Shyr Dai
Chuan-Ju Wang
Yuh-Dauh Lyuu
Yen-Chun Liu
Published in:
Appl. Math. Comput. (2010)
Keyphrases
</>
jump diffusion process
computationally efficient
high accuracy
higher order
high quality
highly accurate
data sets
neural network
image processing
website
bayesian networks
reinforcement learning
high precision