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Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model.
Jari Toivanen
Published in:
SIAM J. Sci. Comput. (2008)
Keyphrases
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diffusion model
anisotropic diffusion
information diffusion
diffusion models
diffusion process
influence maximization
diffusion tensor
laplace transform
markov chain
feature vectors
image enhancement
real option