Inverse transform method for simulating Levy processes and discrete Asian options pricing.
Zisheng ChenLiming FengXiong LinPublished in: WSC (2011)
Keyphrases
- preprocessing
- detection method
- cost function
- support vector machine
- significant improvement
- computational cost
- high accuracy
- clustering method
- support vector machine svm
- discrete fourier transform
- high precision
- k means
- synthetic data
- discrete version
- neural network
- polar coordinates
- computationally efficient
- input image
- experimental evaluation
- pairwise
- computational complexity
- similarity measure
- genetic algorithm