A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options.

Xinfu Chen John Chadam

Published in: SIAM J. Math. Anal. (2006)

Keyphrases

mathematical analysis
worst case
data sets
united states
optimal solution
evolutionary algorithm
upper bound
finding optimal
database
medical images
scheduling problem
state space
dynamic programming
multi objective
optical flow
search algorithm
knowledge base
computer vision
real world