Finite Difference Methods for the Generator of 1D Asymmetric Alpha-Stable Lévy Motions

Yanghong Huang, Xiao Wang. Finite Difference Methods for the Generator of 1D Asymmetric Alpha-Stable Lévy Motions. Comput. Meth. in Appl. Math., 18(1):63-76, 2018. [doi]

Abstract

Abstract is missing.