SIAM Journal on Applied Mathematics, Vol. 70, No. 4 (2009), pp. 1097-1119 (23 pages) Given a blurred image g(x, y), variational blind deconvolution seeks to reconstruct both the unknown blur k(x, y) ...

This paper is concerned with the following question: if a characteristic function satisfies a certain property at the origin, what can be said about its behavior on ...

This paper extends and refines the method of option pricing by frame projection of riskneutral densities to incorporate general basis splines (B-splines), including the cubic basis, and general payoff ...

Citations: Todorov, Viktor, Carsten Chong. 2025. Short-time Expansion of Characteristic Functions in a Rough Volatility Setting with Applications. Bernoulli.