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A superconvergent partial differential equation approach to price variance swaps under regime switching models.
Mehzabeen Jumanah Dilloo
Désiré Yannick Tangman
Published in:
J. Comput. Appl. Math. (2017)
Keyphrases
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partial differential equations
numerical algorithms
ordinary differential equations
level set
numerical methods
complex systems
higher order
mathematical models
anisotropic diffusion
experimental data
numerical integration
image denoising
multiscale
bit rate
multiresolution
pairwise
computational complexity