Adjoint Expansions in Local Lévy Models (Q2873128)

From MaRDI portal
Revision as of 09:53, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Adjoint Expansions in Local Lévy Models
scientific article

    Statements

    title
    Adjoint Expansions in Local Lévy Models (English)
    0 references
    DOI
    10.1137/110858732
    0 references
    author
    Stefano Pagliarani
    0 references
    Candia Riga
    0 references
    Andrea Pascucci
    0 references
    publication date
    23 January 2014
    0 references
    Mathematics Subject Classification ID
    60J75
    0 references
    35R60
    0 references
    60H30
    0 references
    zbMATH DE Number
    6249462
    0 references
    zbMATH Keywords
    Lévy process
    0 references
    local volatility
    0 references
    analytical approximation
    0 references
    partial integro-differential equation
    0 references
    Fourier methods
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2873128&oldid=27314651"
    Powered by MediaWiki