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]

Authors

Yanghong Huang

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Xiao Wang

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