Zhiqiang Zhou, Wei Xu. Robust willow tree method under Lévy processes. J. Computational Applied Mathematics, 424:114982, May 2023. [doi]
@article{ZhouX23, title = {Robust willow tree method under Lévy processes}, author = {Zhiqiang Zhou and Wei Xu}, year = {2023}, month = {May}, doi = {10.1016/j.cam.2022.114982}, url = {https://doi.org/10.1016/j.cam.2022.114982}, researchr = {https://researchr.org/publication/ZhouX23}, cites = {0}, citedby = {0}, journal = {J. Computational Applied Mathematics}, volume = {424}, pages = {114982}, }