Numerical Analysis of Additive, Levy and Feller Processes with Applications to Option Pricing
Metadata only
Datum
2010Typ
- Book Chapter
ETH Bibliographie
yes
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Publikationsstatus
publishedBuchtitel
Levy Matters I: Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in FinanceZeitschrift / Serie
Lecture Notes in MathematicsBand
Seiten / Artikelnummer
Verlag
SpringerThema
Dirichlet forms; Feller processes; Kolmogorov equations; Levy processes; Matrix compression; Option pricing; Sato processes; Wavelet discretizationOrganisationseinheit
03435 - Schwab, Christoph / Schwab, Christoph
ETH Bibliographie
yes
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