Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities.
Christelle Dleuna NyoumbiAntoine TambuePublished in: Math. Comput. Simul. (2023)
Keyphrases
- experimental evaluation
- cost function
- dynamic programming
- clustering method
- detection method
- significant improvement
- synthetic data
- feature selection
- support vector machine
- preprocessing
- high precision
- multiscale
- neural network
- classification method
- optimization method
- convergence rate
- detection algorithm
- optimization algorithm
- input data
- medical images
- edge detection
- high accuracy
- classification accuracy
- computational cost
- k means
- optimal solution
- objective function
- three dimensional
- decision trees