Numerical analysis of the European and American options with the SPH method.
Abdelmjid Qadi El IdrissiBoujemâa AchchabAbdellahi Cheikh MaloumPublished in: Int. J. Math. Model. Numer. Optimisation (2020)
Keyphrases
- numerical analysis
- similarity measure
- high accuracy
- high precision
- synthetic data
- computational cost
- image analysis
- significant improvement
- cost function
- objective function
- numerical methods
- dynamic programming
- preprocessing
- pairwise
- theoretical analysis
- pattern recognition
- finite difference
- evaluation method
- matching algorithm
- united states
- segmentation method
- computational complexity
- detection method
- mutual information
- genetic algorithm
- support vector machine