Mohamed Lakhdar Hadji

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The aim of this work is to evaluate a European option with a stochastic volatility. For, we have a system of two stochastic differential equations (SDEs), where the first one describes the price of the underlying while the second one modelises the stochastic volatility. First we set the inconvenience of Black and Scholes model [1] and its limits, then we(More)
Image inpainting is a fundamental problem in image processing and has many applications [1] and [2], motivated by the recent tight frame based method on image restoration in either the image or the domain transformation. In this work, we present an inpainting model based on tixotrop non-Newtonian ‡uids [3] for damaged wavelet coe¢cients. The(More)
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