FPL
2010
Springer
13 years 2 months ago
2010
Springer
Exotic options are financial derivatives which have complex features including path-dependency. These complex features make them difficult to price, as only computationally intensi...
ICIP
2008
IEEE
14 years 6 months ago
2008
IEEE
A new algorithm for the design of complex features, to be used in the discriminant saliency approach to object classification, is presented. The algorithm consists of sequential r...