Anisotropic Stable Levy Copula Processes
Analytical And Numerical Aspects
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Date
2007Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
Mathematical Models and Methods in Applied SciencesVolume
Pages / Article No.
Publisher
World ScientificSubject
Lévy-copula; Lévy processes; pseudo-differential operators; Dirichlet forms; wavelet finite element methods; option pricingOrganisational unit
03435 - Schwab, Christoph / Schwab, Christoph
Notes
Received 30 June 2006, Revised 22 March 2007.More
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ETH Bibliography
yes
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