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Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model.

Yayun WangZhimin ZhangWenguang Yu
Published in: Appl. Math. Comput. (2021)
Keyphrases
  • series expansion
  • diffusion model
  • basis functions
  • spherical harmonics
  • back projection
  • state space
  • single image
  • image reconstruction
  • diffusion process
  • input image
  • markov chain
  • x ray
  • radon transform
  • diffusion tensor