FPL
2010
Springer
13 years 9 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
15 years 1 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...