Fuzzy pricing of American options on stocks with known dividends and its algorithm.
Wei-Guo ZhangQing-Sheng ShiWei-Lin XiaoPublished in: Int. J. Intell. Syst. (2011)
Keyphrases
- dynamic programming
- optimization algorithm
- improved algorithm
- preprocessing
- k means
- computational cost
- detection algorithm
- segmentation algorithm
- learning algorithm
- worst case
- computational complexity
- expectation maximization
- theoretical analysis
- times faster
- recognition algorithm
- matching algorithm
- particle swarm optimization
- tree structure
- np hard
- significant improvement
- search algorithm