A finite elements approach for spread contract valuation via associated two-dimensional PIDE
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Publication:2685272
DOI10.1007/s40314-022-02149-xOpenAlexW4313450362MaRDI QIDQ2685272
Publication date: 20 February 2023
Published in: Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40314-022-02149-x
Processes with independent increments; Lévy processes (60G51) Financial applications of other theories (91G80) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Initial value problems for PDEs with pseudodifferential operators (35S10)
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