Pages that link to "Item:Q2821763"
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The following pages link to Classification of Lévy Processes with Parabolic Kolmogorov Backward Equations (Q2821763):
Displayed 4 items.
- A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
- A finite elements approach for spread contract valuation via associated two-dimensional PIDE (Q2685272) (← links)
- A Flexible Galerkin Scheme for Option Pricing in Lévy Models (Q4553796) (← links)
- Magic Points in Finance: Empirical Integration for Parametric Option Pricing (Q4607050) (← links)