Adjoint expansions in local Lévy models (Q2873128)
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scientific article; zbMATH DE number 6249462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adjoint expansions in local Lévy models |
scientific article; zbMATH DE number 6249462 |
Statements
23 January 2014
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Lévy process
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local volatility
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analytical approximation
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partial integro-differential equation
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Fourier methods
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Adjoint expansions in local Lévy models (English)
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