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A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives.
Yongqiang Wang
Michael C. Fu
Steven I. Marcus
Published in:
Oper. Res. (2012)
Keyphrases
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least squares
higher order
database
information systems
decision making
image processing
decision trees
image sequences
maximum likelihood
estimation algorithm
directional derivatives