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Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model.

Paul W. EloeR. H. LiuM. YatsukiGang George YinQing Zhang
Published in: SIAM J. Appl. Math. (2008)
Keyphrases
  • diffusion model
  • anisotropic diffusion
  • dynamic programming
  • influence maximization
  • high quality
  • wavelet transform
  • worst case
  • content analysis
  • diffusion tensor