Parameter estimation approach to the free boundary for the pricing of an american call option.
Chung-Ki ChoSunbu KangTaekkeun KimYongHoon KwonPublished in: Comput. Math. Appl. (2006)
Keyphrases
- parameter estimation
- option pricing
- black scholes model
- maximum likelihood
- markov random field
- least squares
- random fields
- em algorithm
- model selection
- statistical models
- parameter values
- approximate inference
- parameters estimation
- posterior distribution
- model fitting
- structure learning
- maximum likelihood estimation
- expectation maximization
- parameter estimation algorithm
- stock price
- gibbs sampling
- estimation problems
- parameter estimates
- image segmentation
- optical flow