Consortium of Swiss Academic Libraries

Numerical methods for Lévy processes

Hilber, N. ; Reich, N. ; Schwab, C. ; Winter, C.

In: Finance and Stochastics, 2009, vol. 13, no. 4, p. 471-500

Consortium of Swiss Academic Libraries

Multiresolution weighted norm equivalences and applications

Beuchler, S. ; Schneider, R. ; Schwab, C.

In: Numerische Mathematik, 2005, vol. 102, no. 2, p. 365-366

Consortium of Swiss Academic Libraries

On Kolmogorov equations for anisotropic multivariate Lévy processes

Reich, N. ; Schwab, C. ; Winter, C.

In: Finance and Stochastics, 2010, vol. 14, no. 4, p. 527-567

Consortium of Swiss Academic Libraries

An hp finite element method for convection-diffusion problems in one dimension

Melenk, JM ; Schwab, C.

In: IMA Journal of Numerical Analysis, 1999, vol. 19, no. 3, p. 425-453

Consortium of Swiss Academic Libraries

Convergent finite elements for a class of nonconvex variational problems

Kawohl, B. ; Schwab, C.

In: IMA Journal of Numerical Analysis, 1998, vol. 18, no. 1, p. 133-149