The Valuation of Russian Options for Double Exponential Jump Diffusion Processes.
Atsuo SuzukiKatsushige SawakiPublished in: Asia Pac. J. Oper. Res. (2010)
Keyphrases
- double exponential
- diffusion processes
- diffusion process
- data complexity
- worst case
- information diffusion
- partial differential equations
- denoising
- anisotropic diffusion
- scale spaces
- query evaluation
- markov chain
- nonlinear diffusion
- diffusion tensor
- query answering
- social networks
- information processing
- noise removal
- higher order
- diffusion equation
- structure tensor
- social media
- image processing