Numerical Solution of Multidimensional Exponential Levy Equation by Block Pulse Function

Subject Areas : Numerical Methods in Mathematical Finance

Minoo Bakhshmohammadlou ¹ , Rahman Farnoosh ²

1 - Department of Mathematics, Iran University of Science and Technology, Tehran, Iran
2 - Department of Mathematics, Iran University of Science and Technology, Tehran, Iran

Received: 2019-07-20 Accepted : 2020-01-28 Published : 2020-04-01

Keywords:

References:

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