Pages that link to "Item:Q2292034"
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The following pages link to On finite difference schemes for partial integro-differential equations of Lévy type (Q2292034):
Displaying 4 items.
- Finite difference methods for the generator of 1D asymmetric alpha-stable Lévy motions (Q1697110) (← links)
- Pricing approximations and error estimates for local Lévy-type models with default (Q2006127) (← links)
- Optimal simulation schemes for Lévy driven stochastic differential equations (Q3189423) (← links)
- Difference derivative for an integro-differential nonlinear Volterra equation (Q4986747) (← links)