On Kolmogorov equations for anisotropic multivariate Levy processes
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Author / Producer
Date
2010-12
Publication Type
Journal Article
ETH Bibliography
yes
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Altmetric
OPEN ACCESS
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Rights / License
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Publication status
published
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Journal / series
Volume
14 (4)
Pages / Article No.
527 - 567
Publisher
Springer
Event
Edition / version
Methods
Software
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Date collected
Date created
Subject
Levy copulas; Levy processes; Integro-differential equations; Pseudo-differential operators; Dirichlet forms; Option pricing
Organisational unit
Notes
Received 9 April 2008, Accepted 3 December 2008, Published online 17 December 2009. It was possible to publish this article open access thanks to a Swiss National Licence with the publisher