The Numerical Approximation of Solution to Parabolic SPDEs Forced by a Lévy Noise

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Translated title of the contributionThe Numerical Approximation of Solution to Parabolic SPDEs Forced by a Lévy Noise
Original languageEnglish
Publication statusPublished - 2013
Event12th Winter school on Mathematical Finance - Lunteren, Holland
Duration: 21 Jan 201323 Jan 2013

Conference

Conference12th Winter school on Mathematical Finance
CityLunteren, Holland
Period21/01/1323/01/13