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Numerical Solution of HCIR Equation with Transaction Costs using Alternating Direction Implicit Method.

Elham MashayekhiJavad DamirchiAhmad Reza Yazdanian
Published in: CoRR (2023)
Keyphrases
  • numerical solution
  • dynamic programming
  • segmentation method
  • dimension reduction
  • numerical methods
  • multiscale
  • computer vision
  • image segmentation
  • pairwise