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A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models.
Claude Rodrigue Bambe Moutsinga
Edson Pindza
Eben Maré
Published in:
Commun. Nonlinear Sci. Numer. Simul. (2020)
Keyphrases
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objective function
computational complexity
dynamic programming
diffusion model
diffusion models
image processing
image segmentation