An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options.
Michael D. MarcozziPublished in: J. Comput. Appl. Math. (2011)
Keyphrases
- high accuracy
- detection method
- experimental evaluation
- computational cost
- neural network
- significant improvement
- probabilistic model
- theoretical analysis
- fully automatic
- high precision
- support vector machine svm
- input data
- computational complexity
- computationally efficient
- preprocessing
- synthetic data
- image sequences
- decision making