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Optimal Algorithms for k-Search with Application in Option Pricing Julian Lorenz1 , Konstantinos Panagiotou2 , and Angelika Steger Institute of Theoretical Computer Science, ETH Zurich, 8092 Zurich, Switzerland {jlorenz,
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Document Date: 2014-02-26 08:06:52
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Optimal Algorithms for k-Search with Application in Option Pricing Julian Lorenz1 , Konstantinos Panagiotou2 , and Angelika Steger Institute of Theoretical Computer Science, ETH Zurich, 8092 Zurich, Switzerland {jlorenz,