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A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem.

Miglena N. KolevaLubin G. Vulkov
Published in: J. Comput. Appl. Math. (2016)
Keyphrases
  • black scholes
  • option pricing
  • decision making
  • neural network
  • control system
  • denoising
  • decision support system
  • image enhancement