Operator splitting schemes for the two-asset Merton jump-diffusion model.
Lynn BoenKarel J. in 't HoutPublished in: J. Comput. Appl. Math. (2021)
Keyphrases
- operator splitting
- diffusion model
- partial differential equations
- anisotropic diffusion
- convex optimization
- information diffusion
- total variation
- image denoising
- markov chain
- diffusion process
- diffusion tensor
- level set
- image enhancement
- image processing
- diffusion equation
- finite difference
- numerical scheme
- higher order
- image restoration
- content analysis