Numerical methods for Lévy processes
OPEN ACCESS
Author / Producer
Date
2009
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
OPEN ACCESS
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
13 (4)
Pages / Article No.
471 - 500
Publisher
Springer
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Multidimensional Lévy processes; Numerical methods; Asset pricing
Organisational unit
03435 - Schwab, Christoph / Schwab, Christoph
Notes
Received 25 March 2008, Accepted 30 May 2008, Published online 11 July 2009. It was possible to publish this article open access thanks to a Swiss National Licence with the publisher