Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models (Q2319611)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models |
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Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models (English)
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20 August 2019
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spectral methods
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Clenshaw Curtis quadrature
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shifted Laguerre Gauss quadrature
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domain decomposition
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partial integro-differential equation
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infinite activity Lévy processes
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