Static Hedging for the Prices of Raw Materials to Hedge Based on Poisson Jump-Diffusion Model.

YongMing Jiang HangSheng Tan

Published in: CSISE (1) (2011)

Keyphrases

diffusion model
raw material
transaction costs
information diffusion
anisotropic diffusion
diffusion process
diffusion tensor
image processing
markov chain
long run
multiscale
social media
state space
edge detection