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Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes.
Ricardo Josa-Fombellida
Juan Pablo Rincón-Zapatero
Published in:
Eur. J. Oper. Res. (2012)
Keyphrases
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diffusion processes
diffusion process
partial differential equations
transaction costs
information diffusion
denoising
anisotropic diffusion
markov chain
diffusion tensor
diffusion equation
nonlinear diffusion
higher order
level set
total variation
scale spaces
structure tensor