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Kernel Estimation of the Greeks for Options with Discontinuous Payoffs.

Guangwu LiuL. Jeff Hong
Published in: Oper. Res. (2011)
Keyphrases
  • kernel estimation
  • payoff functions
  • image restoration
  • noisy images
  • motion deblurring
  • total variation
  • image deblurring
  • multiscale
  • color images
  • image quality