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Pricing Asian options via compound gamma and orthogonal polynomials.

Hrayer AprahamianBacel Maddah
Published in: Appl. Math. Comput. (2015)
Keyphrases
  • face recognition
  • orthogonal polynomials
  • option pricing
  • black scholes model
  • basis functions
  • texture image retrieval
  • polynomial kernels
  • rotation invariant
  • image processing
  • similarity measure