Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models (Q2319611): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models |
scientific article |
Statements
Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models (English)
0 references
20 August 2019
0 references
spectral methods
0 references
Clenshaw Curtis quadrature
0 references
shifted Laguerre Gauss quadrature
0 references
domain decomposition
0 references
partial integro-differential equation
0 references
infinite activity Lévy processes
0 references
