Robust willow tree method under Lévy processes

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},
}