hp-DGFEM for Kolmogorov-Fokker-Planck equations of multivariate Lévy processes
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Author / Producer
Date
2012-01
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
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Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
22 (1)
Pages / Article No.
1150005
Publisher
World Scientific
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Discontinuous Galerkin methods; Feller-Lévy processes; Pure jump processes; Lévy copulas; Option pricing; Dirichlet forms; Error analysis
Organisational unit
03435 - Schwab, Christoph / Schwab, Christoph
Notes
Received 28 March 2011.
Funding
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