Probability-conservative simulation for \textit{Lévy} financial model by a mixed finite element method (Q2074132)
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scientific article; zbMATH DE number 7469189
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probability-conservative simulation for \textit{Lévy} financial model by a mixed finite element method |
scientific article; zbMATH DE number 7469189 |
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Probability-conservative simulation for \textit{Lévy} financial model by a mixed finite element method (English)
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4 February 2022
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\textit{Lévy} financial model
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fractional advection diffusion equation
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probability conservative simulation
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expanded mixed finite element method
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inf-sup condition
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solvability and convergence
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