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Publication:3534748
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zbMath1153.60373MaRDI QIDQ3534748

Christoph Schwab, Christoph Winter, Norbert Hilber

Publication date: 4 November 2008


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

sensitivityMarkov processGreekssparse tensor finite elements


Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Microeconomic theory (price theory and economic markets) (91B24) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)


Related Items (2)

Numerical methods for Lévy processes ⋮ Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing




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