American Fractional Lookback Options: Valuation and Premium Decomposition.

Toshikazu Kimura

Published in: SIAM J. Appl. Math. (2011)

Keyphrases

united states
decomposition method
multiscale
machine learning
objective function
image decomposition
hierarchical decomposition
real time
case study
image sequences
image compression
search strategies
online auctions
real option
shape decomposition