Stability and convergence of Galerkin schemes for parabolic equations with application to Kolmogorov pricing equations in time-inhomogeneous Lévy models
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Published:2022
Issue:
Volume:
Page:
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ISSN:1460-1559
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Container-title:The Journal of Computational Finance
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language:
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Short-container-title:JCF
Author:
Gaß Maximillian,Glau Kathrin
Publisher
Infopro Digital Services Limited
Subject
Applied Mathematics,Computer Science Applications,Finance