Pricing vulnerable options under jump diffusion processes using double Mellin transform.
Cuixiang LiHuili LiuLixia LiuQiumei YaoPublished in: Commun. Stat. Simul. Comput. (2023)
Keyphrases
- diffusion processes
- mellin transform
- diffusion process
- denoising
- translation invariant
- information diffusion
- partial differential equations
- space variant
- markov chain
- diffusion tensor
- total variation
- scale spaces
- anisotropic diffusion
- nonlinear diffusion
- motion segmentation
- object recognition
- diffusion equation
- color images