Callable Russian Options and Their Optimal Boundaries.
Atsuo SuzukiKatsushige SawakiPublished in: Adv. Decis. Sci. (2009)
Keyphrases
- finding optimal
- decision trees
- optimal solution
- multi agent systems
- optimal design
- control system
- special case
- optimal control
- object boundaries
- dynamic programming
- option pricing
- asymptotically optimal
- exhaustive search
- closed form
- worst case
- data sets
- association rules
- artificial intelligence
- genetic algorithm
- machine learning