Numerical Analysis of Additive, Levy and Feller Processes with Applications to Option Pricing
dc.contributor.author
Reichmann, Oleg
dc.contributor.author
Schwab, Christoph
dc.date.accessioned
2017-06-09T06:11:06Z
dc.date.available
2017-06-09T06:11:06Z
dc.date.issued
2010
dc.identifier.issn
1617-9692
dc.identifier.issn
0075-8434
dc.identifier.other
10.1007/978-3-642-14007-5_3
dc.identifier.uri
http://hdl.handle.net/20.500.11850/24109
dc.language.iso
en
dc.publisher
Springer
dc.subject
Dirichlet forms
dc.subject
Feller processes
dc.subject
Kolmogorov equations
dc.subject
Levy processes
dc.subject
Matrix compression
dc.subject
Option pricing
dc.subject
Sato processes
dc.subject
Wavelet discretization
dc.title
Numerical Analysis of Additive, Levy and Feller Processes with Applications to Option Pricing
dc.type
Book Chapter
ethz.book.title
Levy Matters I: Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance
ethz.journal.title
Lecture Notes in Mathematics
ethz.journal.volume
2001
ethz.journal.abbreviated
Lect. Notes Math.
ethz.pages.start
137
ethz.pages.end
196
ethz.identifier.wos
ethz.identifier.nebis
000023275
ethz.publication.place
Berlin
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03435 - Schwab, Christoph / Schwab, Christoph
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03435 - Schwab, Christoph / Schwab, Christoph
ethz.date.deposited
2017-06-09T06:11:08Z
ethz.source
ECIT
ethz.identifier.importid
imp59364d2051a3c37187
ethz.ecitpid
pub:39302
ethz.eth
yes
ethz.availability
Metadata only
dc.relation.isnodouble
27316
*
dc.relation.isnodouble
195845
*
ethz.rosetta.installDate
2017-07-12T20:34:18Z
ethz.rosetta.lastUpdated
2018-10-01T09:28:45Z
ethz.rosetta.versionExported
true
ethz.COinS
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Book Chapter [9458]