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Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process.

Xu GuoYutian LiHong Wang
Published in: Comput. Math. Appl. (2018)
Keyphrases
  • diffusion process
  • diffusion equation
  • anisotropic diffusion
  • image processing
  • optical flow
  • scale space
  • high order