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Pricing American options using a space-time adaptive finite difference method.

Jonas PerssonLina von Sydow
Published in: Math. Comput. Simul. (2010)
Keyphrases
  • space time
  • finite difference method
  • spatio temporal
  • video sequences
  • dynamic scenes
  • partial differential equations
  • motion patterns
  • scan statistic
  • interesting events
  • image processing
  • d objects
  • numerical methods