Pricing Path-Dependent Securities by the Extended Tree Method.
Naoki KishimotoPublished in: Manag. Sci. (2004)
Keyphrases
- high precision
- high accuracy
- experimental evaluation
- detection method
- tree structure
- preprocessing
- computationally efficient
- detection algorithm
- pairwise
- prior knowledge
- significant improvement
- dynamic programming
- computational cost
- clustering method
- classification trees
- classification method
- segmentation method
- synthetic data
- neural network
- optimization algorithm
- medical images
- mobile robot
- objective function
- similarity measure
- decision trees