hp-DGFEM for Kolmogorov-Fokker-Planck equations of multivariate Lévy processes
Metadata only
Date
2012-01Type
- Journal Article
Publication status
publishedExternal links
Journal / series
Mathematical Models and Methods in Applied SciencesVolume
Pages / Article No.
Publisher
World ScientificSubject
Discontinuous Galerkin methods; Feller-Lévy processes; Pure jump processes; Lévy copulas; Option pricing; Dirichlet forms; Error analysisOrganisational unit
03435 - Schwab, Christoph / Schwab, Christoph
Notes
Received 28 March 2011.More
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