Optimal Algorithms for k-Search with Application in Option Pricing

DOI10.1007/978-3-540-75520-3_26zbMath1151.68751OpenAlexW4244008284MaRDI QIDQ3527219

Angelika Steger, Julian Lorenz, Konstantinos D. Panagiotou

Publication date: 25 September 2008

Published in: Algorithms – ESA 2007 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-75520-3_26

Mathematics Subject Classification ID

Analysis of algorithms (68W40) Derivative securities (option pricing, hedging, etc.) (91G20) Randomized algorithms (68W20)

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