Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation.
Nat Chun-Ho LeungChristina C. ChristaraDuy-Minh DangPublished in: SIAM J. Sci. Comput. (2018)
Keyphrases
- partial differential equations
- level set
- anisotropic diffusion
- image denoising
- numerical solution
- image processing
- multiscale
- numerical algorithms
- image enhancement
- problems in image processing
- energy functional
- numerical methods
- finite difference
- curve evolution
- fourth order
- numerical scheme
- ordinary differential equations
- boundary value problem
- finite difference method
- high order
- diffusion equation
- heat equation
- regularization method
- computer vision
- image smoothing
- mumford shah model
- differential equations