Valuing executive stock options: A quadratic approximation.

Toshikazu Kimura

Published in: Eur. J. Oper. Res. (2010)

Keyphrases

taylor series expansion
approximation algorithms
stock price
error bounds
world wide
option pricing
stock trading
data sets
search engine
reinforcement learning
objective function
pairwise
np hard
linear programming
convex functions
approximation error