hp-DGFEM for Kolmogorov-Fokker-Planck Equations of Multivariate Lévy Processes

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Author
Reichmann, Oleg
Date
2011
Type
    Presentation
Publication status
unpublished
Publisher
ETH Zürich
Event
Fourth European Summer School in Financial Mathematics, Zürich, Switzerland, September 5 - 9, 2011
Organisational unit
03435 - Schwab, Christoph / Schwab, Christoph  
Notes
Contributed talk.
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yes
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