Numerical Analysis for Stochastic Investment System with Poisson Jumps.
Zhanping WangPublished in: ICIC (3) (2010)
Keyphrases
- numerical analysis
- poisson processes
- image enhancement
- fractional brownian motion
- markov chain
- decision making
- stochastic optimization
- neural network
- poisson process
- finite difference
- monte carlo
- stochastic model
- stochastic process
- non stationary
- pattern recognition
- real option
- steady state
- closed form
- image analysis
- stochastic programming
- investment decisions
- computer vision
- data sets