An accurate approximation to barrier option prices with discrete fixed-amount dividends: Nonlinear dynamics.

Xin-Jiang He Sha Lin

Published in: Expert Syst. Appl. (2022)

Keyphrases

nonlinear dynamics
high quality
high accuracy
approximation algorithms
neural network
search space
dynamical systems
closed form
lyapunov exponents
computationally efficient
historical data
electricity markets
approximate answers
difference equations