A semilinear Black and Scholes partial differential equation for valuing American options.
Fred E. BenthKenneth H. KarlsenKristin ReikvamPublished in: Finance Stochastics (2003)
Keyphrases
- partial differential equations
- anisotropic diffusion
- image denoising
- level set
- image processing
- image enhancement
- numerical solution
- fourth order
- energy functional
- numerical methods
- finite difference
- multiscale
- diffusion equation
- numerical algorithms
- high order
- curve evolution
- scale spaces
- nonlinear diffusion
- difference equations
- problems in image processing
- finite difference method
- differential equations
- image analysis
- ordinary differential equations
- boundary value problem
- numerical scheme
- image smoothing
- object recognition
- gradient flow
- pattern recognition
- image segmentation