Probability-conservative simulation for \textit{Lévy} financial model by a mixed finite element method (Q2074132)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Probability-conservative simulation for \textit{Lévy} financial model by a mixed finite element method |
scientific article |
Statements
Probability-conservative simulation for \textit{Lévy} financial model by a mixed finite element method (English)
0 references
4 February 2022
0 references
\textit{Lévy} financial model
0 references
fractional advection diffusion equation
0 references
probability conservative simulation
0 references
expanded mixed finite element method
0 references
inf-sup condition
0 references
solvability and convergence
0 references
0 references
0 references
0 references
0 references