Pages that link to "Item:Q2891185"
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The following pages link to hp-DGFEM FOR KOLMOGOROV–FOKKER–PLANCK EQUATIONS OF MULTIVARIATE LÉVY PROCESSES (Q2891185):
Displaying 4 items.
- Optimal impulse control of a portfolio with a fixed transaction cost (Q301216) (← links)
- High order splitting schemes with complex timesteps and their application in mathematical finance (Q2252368) (← links)
- A Flexible Galerkin Scheme for Option Pricing in Lévy Models (Q4553796) (← links)
- CALIBRATION OF LÉVY PROCESSES USING OPTIMAL CONTROL OF KOLMOGOROV EQUATIONS WITH PERIODIC BOUNDARY CONDITIONS (Q4959400) (← links)
