Variational Solutions of the Pricing PIDEs for European Options in Lévy Models (Q4586315)
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scientific article; zbMATH DE number 6935840
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variational Solutions of the Pricing PIDEs for European Options in Lévy Models |
scientific article; zbMATH DE number 6935840 |
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Variational Solutions of the Pricing PIDEs for European Options in Lévy Models (English)
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12 September 2018
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Lévy processes
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weak solutions
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parabolic evolution equation
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Sobolev-Slobodeckii-spaces
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wavelet-Galerkin method
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option pricing
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