hp-DGFEM for Kolmogorov-Fokker-Planck equations of multivariate Lévy processes - Research Collection

Metadata only

Author

Marazzina, Daniele

Reichmann, Oleg

Schwab, Christoph

Date

2012-01

Type

Journal Article

Citations

Cited 2 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1142/S0218202512005897

Journal / series

Mathematical Models and Methods in Applied Sciences

Volume

22(1)

Pages / Article No.

1150005

Publisher

World Scientific

Subject

Discontinuous Galerkin methods; Feller-Lévy processes; Pure jump processes; Lévy copulas; Option pricing; Dirichlet forms; Error analysis

Organisational unit

03435 - Schwab, Christoph

Notes

Received 28 March 2011.

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Citations

Cited 2 times in Web of Science

ETH Bibliography

yes

Altmetrics