A high order finite element scheme for pricing options under regime switching jump diffusion processes.
Nisha RambeerichAthanasios A. PantelousPublished in: J. Comput. Appl. Math. (2016)
Keyphrases
- high order
- finite element
- diffusion processes
- partial differential equations
- higher order
- diffusion process
- finite difference
- pairwise
- numerical solution
- mesh generation
- information diffusion
- anisotropic diffusion
- markov chain
- denoising
- markov random field
- diffusion equation
- scale spaces
- human brain
- image restoration
- filtering method
- three dimensional
- image processing