Two-scale finite element discretizations for integrodifferential equations

DOI10.1216/JIE-2011-23-3-351zbMath1238.65125OpenAlexW2080505339MaRDI QIDQ2427786

Nils Reich, Huajie Chen, Fang Liu, Christoph Winter, Aihui Zhou

Publication date: 18 April 2012

Published in: Journal of Integral Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jiea/1313973653

zbMATH Keywords

waveletsalgorithmsfinite elementsintegrodifferential equationsinfinitesimal generatorfinancetwo-scale discretizations

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Numerical methods for integral equations (65R20) Integro-partial differential equations (45K05) Numerical methods for wavelets (65T60)

Related Items (1)

A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models

This page was built for publication: Two-scale finite element discretizations for integrodifferential equations