Very fast algorithms for implied barriers and moving-barrier options pricing.

Yu-Ming Lu Yuh-Dauh Lyuu

Published in: Math. Comput. Simul. (2023)

Keyphrases

optimization problems
objective function
combinatorial optimization
data mining
computational complexity
benchmark datasets
machine learning
genetic algorithm
information systems
clustering algorithm
lower bound
computational cost
computationally efficient
orders of magnitude
recently developed