Valuing credit derivatives in a jump-diffusion model.

Xinhua Hu Zhongxing Ye

Published in: Appl. Math. Comput. (2007)

Keyphrases

diffusion model
higher order
diffusion models
anisotropic diffusion
information diffusion
diffusion process
influence maximization
laplace transform
social networks
decision making
feature extraction
image analysis
multiresolution
edge detection
natural images
intrusion detection