A tax-adjusted algorithm for pricing derivative securities using the symbolic computational language MAPLE.
Moshe Arye MilevskyEliezer Z. PrismanPublished in: CIFEr (1997)
Keyphrases
- dynamic programming
- experimental evaluation
- times faster
- detection algorithm
- cost function
- k means
- np hard
- optimal solution
- optimization algorithm
- computationally efficient
- search space
- matching algorithm
- objective function
- computational cost
- expectation maximization
- high accuracy
- particle swarm optimization
- recognition algorithm
- probabilistic model
- computational complexity
- language learning
- binary decision diagrams
- improved algorithm
- neural network
- convex hull
- theoretical analysis
- preprocessing
- data structure
- similarity measure