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Black-Scholes Theory and Diffusion Processes on the Cotangent Bundle of the Affine Group.
Amitesh S. Jayaraman
Domenico Campolo
Gregory S. Chirikjian
Published in:
Entropy (2020)
Keyphrases
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diffusion processes
diffusion process
black scholes
information diffusion
option pricing
long term
edge detection
partial differential equations
fuzzy numbers
pattern recognition
image registration
denoising
total variation
anisotropic diffusion
scale spaces