The Critical Price of the American Put Near Maturity in the Jump Diffusion Model.

Aych I. Bouselmi Damien Lamberton

Published in: SIAM J. Financial Math. (2016)

Keyphrases

diffusion model
anisotropic diffusion
diffusion models
diffusion process
information diffusion
influence maximization
laplace transform
markov chain
diffusion tensor
computer vision
information systems
denoising
higher order
social network analysis