Probabilistic Inference of South African Equity Option Prices Under Jump-Diffusion Processes.
Wilson Tsakane MongweThendo SidogiRendani MbuvhaTshilidzi MarwalaPublished in: CIFEr (2022)
Keyphrases
- probabilistic inference
- south african
- diffusion processes
- south africa
- diffusion process
- graphical models
- message passing
- information diffusion
- denoising
- belief networks
- partial differential equations
- conditional probabilities
- bayesian networks
- markov chain
- anisotropic diffusion
- scale spaces
- information technology
- computer vision
- diffusion tensor
- total variation
- secondary school
- social networks
- probabilistic model
- nonlinear diffusion
- feature selection
- diffusion equation
- image processing
- three dimensional
- support vector
- machine learning
- optical flow