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20162021
most citedThe Chebyshev method for the implied volatility

7 citations · 9 across the 5 of their papers we have counts for

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math.AP2021

Stability and convergence of Galerkin schemes for parabolic equations with application to Kolmogorov pricing equations in time-inhomogeneous Lévy models

Maximilian Gaß, Kathrin Glau

Two essential quantities for the analysis of approximation schemes of evolution equations are stability and convergence. We derive stability and convergence of fully discrete appro…