An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options.

Tian-Shyr Dai Jr-Yan Wang Hui-Shan Wei

Published in: AAIM (2007)

Keyphrases

piecewise linear
interpolation algorithm
option pricing
kernel regression
dynamic programming
black scholes model
low resolution
interpolation method
chaotic map
hyperplane
high quality
linear interpolation
grayscale images
resolution enhancement
simulated annealing
feature vectors
video sequences