Efficient L-stable method for parabolic problems with application to pricing American options under stochastic volatility.
Muhammad YousufPublished in: Appl. Math. Comput. (2009)
Keyphrases
- experimental evaluation
- computationally efficient
- significant improvement
- alternative methods
- high efficiency
- high accuracy
- cost function
- pairwise
- optimization problems
- similarity measure
- detection method
- data sets
- k means
- high dimensional
- computational complexity
- segmentation method
- monte carlo
- neural network
- numerical methods