A Flexible Galerkin Scheme for Option Pricing in Lévy Models (Q4553796)
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scientific article; zbMATH DE number 6969767
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Flexible Galerkin Scheme for Option Pricing in Lévy Models |
scientific article; zbMATH DE number 6969767 |
Statements
A Flexible Galerkin Scheme for Option Pricing in Lévy Models (English)
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31 October 2018
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Lévy processes
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partial integro differential equations
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pseudodifferential operators
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symbol
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option pricing
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Galerkin approach
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finite element method
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0.9250225
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0.90778625
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0.9043067
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0.90401345
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0.8988946
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0.8974205
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0.8940532
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