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Enhanced Black-Scholes Option Pricing: Bit-Width Optimization with Automatic Differentiation and Lagrange Multipliers

Year: 2024

Type: conference-paper

Source: IEEE Region 10 Conference (TENCON)

DOI: 10.1109/tencon61640.2024.10902678

Authors: Sylvia Siyi Xiang, Ray C.C. Cheung

Institution: City University of Hong Kong

Language: English

Topic: Numerical Methods and Algorithms

Subfield: Computational Theory and Mathematics

Field: Computer Science

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W6959980803

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Cites: 11

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