An efficient pricing method for rainbow options based on two-dimensional modified sine-sine series expansions.
Qing-Jiang MengDeng DingPublished in: Int. J. Comput. Math. (2013)
Keyphrases
- classification accuracy
- experimental evaluation
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- computationally efficient
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- evaluation method
- preprocessing
- objective function
- bayesian networks
- fully automatic
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- optimization algorithm
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