Option pricing under a jump-telegraph diffusion model with jumps of random size.

João Janela João Guerra Gilson Silva

Published in: Int. J. Comput. Math. (2019)

Keyphrases

diffusion model
option pricing
markov chain
information diffusion
anisotropic diffusion
stock price
black scholes model
diffusion process
decision analysis
black scholes
edge detection
diffusion tensor