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Date
2004Type
- Report
ETH Bibliography
yes
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Publication status
unpublishedJournal / series
Research ReportVolume
Publisher
ETH Zürich, Seminar für Angewandte MathematikSubject
Stochastic volatility models; Degenerate parabolic partial differential equations; Weighted Sobolev spaces; Discontinuous Galerkin time stepping; Compound Options; Sparse Tensor products; Hyperbolic cross approximationsOrganisational unit
03435 - Schwab, Christoph / Schwab, Christoph
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ETH Bibliography
yes
Altmetrics