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A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion.

Davood AhmadianLuca Vincenzo Ballestra
Published in: Int. J. Comput. Math. (2015)
Keyphrases
  • numerical methods
  • multiscale
  • statistical model
  • machine learning
  • computer vision
  • prior knowledge
  • high resolution
  • medical images
  • linear regression