Optimal algorithms for \(k\)-search with application in option pricing
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Publication:834594
DOI10.1007/s00453-008-9217-8zbMath1168.91393OpenAlexW1494101111MaRDI QIDQ834594
Julian Lorenz, Angelika Steger, Konstantinos D. Panagiotou
Publication date: 27 August 2009
Published in: Algorithmica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00453-008-9217-8
Economic time series analysis (91B84) Search theory (90B40) Approximation methods and heuristics in mathematical programming (90C59) Derivative securities (option pricing, hedging, etc.) (91G20)
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