Efficient pricing and hedging under the double Heston stochastic volatility jump-diffusion model.

Published in: Int. J. Comput. Math. (2015)

Keyphrases

diffusion model
financial markets
exchange rate
diffusion process
stock price
anisotropic diffusion
option pricing
diffusion models
computer vision
image data
input image
edge detection
image denoising
stock market
pricing model