Anisotropic Stable Levy Copula Processes
Analytical And Numerical Aspects
Metadata only
Datum
2007Typ
- Journal Article
ETH Bibliographie
yes
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Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
Mathematical Models and Methods in Applied SciencesBand
Seiten / Artikelnummer
Verlag
World ScientificThema
Lévy-copula; Lévy processes; pseudo-differential operators; Dirichlet forms; wavelet finite element methods; option pricingOrganisationseinheit
03435 - Schwab, Christoph / Schwab, Christoph
Anmerkungen
Received 30 June 2006, Revised 22 March 2007.ETH Bibliographie
yes
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