Pages that link to "Item:Q3079739"
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The following pages link to Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing (Q3079739):
Displaying 3 items.
- A Convergent Difference Scheme for a Class of Partial Integro-Differential Equations Modeling Pricing under Uncertainty (Q2796853) (← links)
- hp-DGFEM FOR KOLMOGOROV–FOKKER–PLANCK EQUATIONS OF MULTIVARIATE LÉVY PROCESSES (Q2891185) (← links)
- CALIBRATION OF LÉVY PROCESSES USING OPTIMAL CONTROL OF KOLMOGOROV EQUATIONS WITH PERIODIC BOUNDARY CONDITIONS (Q4959400) (← links)
