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Simulations for American Option Pricing Under a Jump-Diffusion Model: Comparison Study between Kernel-Based and Regression-based Methods.
Hyun-Joo Lee
Seung-Ho Yang
Gyu-Sik Han
Jaewook Lee
Published in:
ISNN (1) (2008)
Keyphrases
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diffusion model
bayesian networks
option pricing
image segmentation
markov chain
image enhancement
anisotropic diffusion