Multiscale Stochastic Volatility Asymptotics.
Jean-Pierre FouqueGeorge PapanicolaouRonnie SircarKnut SølnaPublished in: Multiscale Model. Simul. (2003)
Keyphrases
- multiscale
- wavelet transform
- scale space
- image segmentation
- stochastic nature
- wavelet coefficients
- stock price
- natural images
- multiscale representation
- image representation
- monte carlo
- edge detection
- wavelet domain
- shape representation
- image processing
- exchange rate
- markov chain
- coarse to fine
- heavy traffic
- markov processes
- stock trading
- garch model
- large deviations
- learning automata
- partial differential equations
- filter bank
- sufficient conditions
- object recognition