Login / Signup

The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing.

Lars Josef HöökGustav LudvigssonLina von Sydow
Published in: Comput. Math. Appl. (2018)
Keyphrases
  • partial differential equations
  • level set
  • image denoising
  • anisotropic diffusion
  • option pricing
  • life cycle
  • neural network
  • denoising
  • higher order