{"id":"https://openalex.org/W3202512072","doi":"https://doi.org/10.15439/2021f52","title":"An Optimized Stochastic Techniques related to Option Pricing","display_name":"An Optimized Stochastic Techniques related to Option Pricing","publication_year":2021,"publication_date":"2021-09-26","ids":{"openalex":"https://openalex.org/W3202512072","doi":"https://doi.org/10.15439/2021f52","mag":"3202512072"},"language":"en","primary_location":{"id":"doi:10.15439/2021f52","is_oa":true,"landing_page_url":"https://doi.org/10.15439/2021f52","pdf_url":"https://annals-csis.org/proceedings/2021/drp/pdf/52.pdf","source":{"id":"https://openalex.org/S4220651875","display_name":"Annals of Computer Science and Information Systems","issn_l":"2300-5963","issn":["2300-5963"],"is_oa":true,"is_in_doaj":true,"is_core":false,"host_organization":"https://openalex.org/P4310317484","host_organization_name":"Polskie Towarzystwo Informatyczne","host_organization_lineage":["https://openalex.org/P4310317484"],"host_organization_lineage_names":["Polskie Towarzystwo Informatyczne"],"type":"conference"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Computer Science and Information Systems","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://annals-csis.org/proceedings/2021/drp/pdf/52.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5078762918","display_name":"Venelin Todorov","orcid":"https://orcid.org/0000-0001-7134-5901"},"institutions":[{"id":"https://openalex.org/I4210105926","display_name":"Institute of Mathematics and Informatics","ror":"https://ror.org/01b5dy719","country_code":"BG","type":"facility","lineage":["https://openalex.org/I24768866","https://openalex.org/I4210105926"]},{"id":"https://openalex.org/I4210163063","display_name":"Institute of Information and Communication Technologies","ror":"https://ror.org/05fpsjc82","country_code":"BG","type":"facility","lineage":["https://openalex.org/I24768866","https://openalex.org/I4210163063"]},{"id":"https://openalex.org/I24768866","display_name":"Bulgarian Academy of Sciences","ror":"https://ror.org/01x8hew03","country_code":"BG","type":"funder","lineage":["https://openalex.org/I24768866"]}],"countries":["BG"],"is_corresponding":true,"raw_author_name":"Venelin Todorov","raw_affiliation_strings":["Institute of Information and Communication Technologies Bulgarian Academy of Sciences 25A Acad. G. Bonchev Str., 1113 Sofia, Bulgaria","Institute of Mathematics and Informatics Bulgarian Academy of Sciences 8 Acad. G. Bonchev Str., 1113 Sofia, Bulgaria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Information and Communication Technologies Bulgarian Academy of Sciences 25A Acad. G. Bonchev Str., 1113 Sofia, Bulgaria","institution_ids":["https://openalex.org/I4210163063","https://openalex.org/I24768866"]},{"raw_affiliation_string":"Institute of Mathematics and Informatics Bulgarian Academy of Sciences 8 Acad. G. Bonchev Str., 1113 Sofia, Bulgaria","institution_ids":["https://openalex.org/I24768866","https://openalex.org/I4210105926"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5052736928","display_name":"Ivan Dimov","orcid":"https://orcid.org/0000-0003-4198-5830"},"institutions":[{"id":"https://openalex.org/I24768866","display_name":"Bulgarian Academy of Sciences","ror":"https://ror.org/01x8hew03","country_code":"BG","type":"funder","lineage":["https://openalex.org/I24768866"]},{"id":"https://openalex.org/I4210163063","display_name":"Institute of Information and Communication Technologies","ror":"https://ror.org/05fpsjc82","country_code":"BG","type":"facility","lineage":["https://openalex.org/I24768866","https://openalex.org/I4210163063"]}],"countries":["BG"],"is_corresponding":false,"raw_author_name":"Ivan Dimov","raw_affiliation_strings":["Institute of Information and Communication Technologies Bulgarian Academy of Sciences 25A Acad. G. Bonchev Str., 1113 Sofia, Bulgaria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Information and Communication Technologies Bulgarian Academy of Sciences 25A Acad. G. Bonchev Str., 1113 Sofia, Bulgaria","institution_ids":["https://openalex.org/I4210163063","https://openalex.org/I24768866"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5013306341","display_name":"Stefka Fidanova","orcid":"https://orcid.org/0000-0002-8484-5849"},"institutions":[{"id":"https://openalex.org/I4210163063","display_name":"Institute of Information and Communication Technologies","ror":"https://ror.org/05fpsjc82","country_code":"BG","type":"facility","lineage":["https://openalex.org/I24768866","https://openalex.org/I4210163063"]},{"id":"https://openalex.org/I24768866","display_name":"Bulgarian Academy of Sciences","ror":"https://ror.org/01x8hew03","country_code":"BG","type":"funder","lineage":["https://openalex.org/I24768866"]}],"countries":["BG"],"is_corresponding":false,"raw_author_name":"Stefka Fidanova","raw_affiliation_strings":["Institute of Information and Communication Technologies Bulgarian Academy of Sciences 25A Acad. G. Bonchev Str., 1113 Sofia, Bulgaria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Information and Communication Technologies Bulgarian Academy of Sciences 25A Acad. G. Bonchev Str., 1113 Sofia, Bulgaria","institution_ids":["https://openalex.org/I4210163063","https://openalex.org/I24768866"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5000444703","display_name":"Stoyan Apostolov","orcid":"https://orcid.org/0000-0002-0798-9857"},"institutions":[{"id":"https://openalex.org/I58918642","display_name":"Sofia University \"St. Kliment Ohridski\"","ror":"https://ror.org/02jv3k292","country_code":"BG","type":"education","lineage":["https://openalex.org/I58918642"]}],"countries":["BG"],"is_corresponding":false,"raw_author_name":"Stoyan Apostolov","raw_affiliation_strings":["Faculty of Mathematics and Informatics, Sofia University, Sofia 1126, Bulgaria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Mathematics and Informatics, Sofia University, Sofia 1126, Bulgaria","institution_ids":["https://openalex.org/I58918642"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5078762918"],"corresponding_institution_ids":["https://openalex.org/I24768866","https://openalex.org/I4210105926","https://openalex.org/I4210163063"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.16393443,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"25","issue":null,"first_page":"247","last_page":"250"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12404","display_name":"Mathematical Approximation and Integration","score":0.996999979019165,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12404","display_name":"Mathematical Approximation and Integration","score":0.996999979019165,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9948999881744385,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11697","display_name":"Numerical Methods and Algorithms","score":0.9426000118255615,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6534076929092407},{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.5587596893310547},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.42731666564941406},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.40344175696372986},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.21238577365875244},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.17684021592140198}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6534076929092407},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.5587596893310547},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.42731666564941406},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.40344175696372986},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.21238577365875244},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.17684021592140198},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.15439/2021f52","is_oa":true,"landing_page_url":"https://doi.org/10.15439/2021f52","pdf_url":"https://annals-csis.org/proceedings/2021/drp/pdf/52.pdf","source":{"id":"https://openalex.org/S4220651875","display_name":"Annals of Computer Science and Information Systems","issn_l":"2300-5963","issn":["2300-5963"],"is_oa":true,"is_in_doaj":true,"is_core":false,"host_organization":"https://openalex.org/P4310317484","host_organization_name":"Polskie Towarzystwo Informatyczne","host_organization_lineage":["https://openalex.org/P4310317484"],"host_organization_lineage_names":["Polskie Towarzystwo Informatyczne"],"type":"conference"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Computer Science and Information Systems","raw_type":"proceedings-article"},{"id":"pmh:oai:bpos.bg:18565","is_oa":true,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S7407055231","display_name":"Bulgarian Portal for Open Science","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"conference paper"},{"id":"pmh:oai:doaj.org/article:11f316fae0874d9e9f673a857f4b83e7","is_oa":false,"landing_page_url":"https://doaj.org/article/11f316fae0874d9e9f673a857f4b83e7","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Annals of computer science and information systems, Vol 25, Pp 247-250 (2021)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.15439/2021f52","is_oa":true,"landing_page_url":"https://doi.org/10.15439/2021f52","pdf_url":"https://annals-csis.org/proceedings/2021/drp/pdf/52.pdf","source":{"id":"https://openalex.org/S4220651875","display_name":"Annals of Computer Science and Information Systems","issn_l":"2300-5963","issn":["2300-5963"],"is_oa":true,"is_in_doaj":true,"is_core":false,"host_organization":"https://openalex.org/P4310317484","host_organization_name":"Polskie Towarzystwo Informatyczne","host_organization_lineage":["https://openalex.org/P4310317484"],"host_organization_lineage_names":["Polskie Towarzystwo Informatyczne"],"type":"conference"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Computer Science and Information Systems","raw_type":"proceedings-article"},"sustainable_development_goals":[{"score":0.4399999976158142,"id":"https://metadata.un.org/sdg/9","display_name":"Industry, innovation and infrastructure"}],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3202512072.pdf","grobid_xml":"https://content.openalex.org/works/W3202512072.grobid-xml"},"referenced_works_count":10,"referenced_works":["https://openalex.org/W1557786636","https://openalex.org/W1589492117","https://openalex.org/W1976544585","https://openalex.org/W2013811797","https://openalex.org/W2170219930","https://openalex.org/W2505716266","https://openalex.org/W2963592159","https://openalex.org/W2981504313","https://openalex.org/W4210441770","https://openalex.org/W4298836940"],"related_works":["https://openalex.org/W2748952813","https://openalex.org/W2390279801","https://openalex.org/W2358668433","https://openalex.org/W2376932109","https://openalex.org/W2001405890","https://openalex.org/W2382290278","https://openalex.org/W2478288626","https://openalex.org/W2350741829","https://openalex.org/W2530322880","https://openalex.org/W1596801655"],"abstract_inverted_index":{"AbstractRecently":[0],"stochastic":[1,29],"methods":[2,30],"have":[3],"become":[4],"very":[5,13],"important":[6],"tool":[7],"for":[8,31],"high":[9,14],"performance":[10],"computing":[11],"of":[12,24,37],"dimensional":[15],"problems":[16],"in":[17],"computational":[18],"finance.":[19],"The":[20],"advantages":[21],"and":[22],"disadvantages":[23],"the":[25],"different":[26],"highly":[27,58],"efficient":[28,59],"multidimensional":[32],"integrals":[33,45],"related":[34,50],"to":[35,47,51],"evaluation":[36],"European":[38,52],"style":[39],"options":[40,53],"will":[41,54],"be":[42,55],"analyzed.":[43],"Multidimensional":[44],"up":[46],"100":[48],"dimensions":[49],"computed":[56],"with":[57],"optimized":[60],"lattice":[61],"rules.":[62]},"counts_by_year":[],"updated_date":"2026-05-06T08:25:59.206177","created_date":"2025-10-10T00:00:00"}