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The heat modulated infinite dimensional Heston model and its numerical approximation.

Fred Espen BenthGabriel LordGiulia Di NunnoAndreas Petersson
Published in: CoRR (2022)
Keyphrases
  • infinite dimensional
  • similarity measure
  • probabilistic model
  • energy function
  • denoising
  • markov random field
  • em algorithm
  • statistical analysis
  • computationally efficient