The implication of missing the optimal-exercise time of an American option.

Arun Chockalingam Haolin Feng

Published in: Eur. J. Oper. Res. (2015)

Keyphrases

closed form
dynamic programming
multi agent
worst case
missing data
united states
finding optimal
neural network
computer vision
image processing
image sequences
multiscale
objective function
functional dependencies
optimal design