European rainbow option values under the two-asset Merton jump-diffusion model.

Published in: J. Comput. Appl. Math. (2020)

Keyphrases

diffusion model
diffusion models
anisotropic diffusion
diffusion process
laplace transform
information diffusion
information systems
influence maximization
diffusion tensor
social networks
multiscale
pairwise
image registration
markov chain
steady state