The computational hardness of pricing compound options.

Mark Braverman Kanika Pasricha

Published in: ITCS (2014)

Keyphrases

option pricing
double exponential
black scholes model
neural network
real world
learning theory
np hard
profit maximization
pricing model
real time
np complete
information theoretic
constraint satisfaction
computational complexity
objective function
case study
computer vision
search engine
databases