Recursive computation of piecewise constant volatilities.

Laurie Davies Christian Höhenrieder Walter Krämer

Published in: Comput. Stat. Data Anal. (2012)

Keyphrases

piecewise constant
piecewise smooth
level set method
level set
mumford shah
mumford shah functional
pairwise
statistical model
curve evolution
square root
multiphase image segmentation
velocity field