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Option Valuation using Fourier Space Time Stepping
Kenneth R. Jackson
Sebastian Jaimungal
Vladimir Surkov
Published in:
CoRR (2007)
Keyphrases
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space time
real option
spatio temporal
spatial and temporal
video sequences
fourier transform
multiple view geometry
dynamic scenes
frequency domain
video representation
motion patterns
image reconstruction
super resolution reconstruction
computer vision
human actions
input video
scan statistic
data structure