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]
@article{HuangW18-1,
title = {Finite Difference Methods for the Generator of 1D Asymmetric Alpha-Stable Lévy Motions},
author = {Yanghong Huang and Xiao Wang},
year = {2018},
doi = {10.1515/cmam-2017-0033},
url = {https://doi.org/10.1515/cmam-2017-0033},
researchr = {https://researchr.org/publication/HuangW18-1},
cites = {0},
citedby = {0},
journal = {Comput. Meth. in Appl. Math.},
volume = {18},
number = {1},
pages = {63-76},
}