Valuation of equity-indexed annuities under correlated jump-diffusion processes.

Nitu Sharma Puneet Pasricha Selvamuthu Dharmaraja

Published in: J. Comput. Appl. Math. (2021)

Keyphrases

diffusion processes
diffusion process
partial differential equations
denoising
information diffusion
anisotropic diffusion
diffusion equation
markov chain
diffusion tensor
scale spaces
nonlinear diffusion
image processing
social media
total variation