A numerical analysis of variational valuation techniques for derivative securities.
I. SapariucMichael D. MarcozziJ. E. FlahertyPublished in: Appl. Math. Comput. (2004)
Keyphrases
- numerical analysis
- image enhancement
- image segmentation
- free energy
- variational methods
- stock market
- financial markets
- data sets
- variational framework
- finite difference
- optical flow computation
- portfolio management
- multiplicative noise removal
- framework for image segmentation
- methods in computer vision
- belief propagation
- data mining