The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models (Q295205): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.amc.2014.08.002 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2064780779 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3355178 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear integro-differential evolution problems arising in option pricing: a viscosity solutions approach. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fast Numerical Solution of Parabolic Integrodifferential Equations with Applications in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4407995 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A wavelet collocation method for the numerical solution of partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A multilevel wavelet collocation method for solving partial differential equations in a finite domain / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Lifting Scheme: A Construction of Second Generation Wavelets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second-generation wavelet collocation method for the solution of partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: An adaptive multilevel wavelet collocation method for elliptic problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fast wavelet transforms and numerical algorithms I / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Representation of Operators in Bases of Compactly Supported Wavelets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Using the Refinement Equation for Evaluating Integrals of Wavelets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4888858 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Variance Gamma Process and Option Pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Processes of normal inverse Gaussian type / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Jump-Diffusion Model for Option Pricing / rank
 
Normal rank

Latest revision as of 03:59, 12 July 2024

scientific article
Language Label Description Also known as
English
The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models
scientific article

    Statements

    The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    17 June 2016
    0 references
    partial integro-differential equations
    0 references
    jump-diffusion
    0 references
    viscosity solution
    0 references
    wavelet
    0 references
    adaptive collocation methods
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references