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A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models.

Claude Rodrigue Bambe MoutsingaEdson PindzaEben Maré
Published in: Commun. Nonlinear Sci. Numer. Simul. (2020)
Keyphrases
  • objective function
  • computational complexity
  • dynamic programming
  • diffusion model
  • diffusion models
  • image processing
  • image segmentation