Numerical methods for Lévy processes

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Autor(in)
Hilber, N.
Reich, N.
Schwab, Christoph
Winter, C.
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Datum
2009
Typ
    Journal Article
Rechte / Lizenz
In Copyright - Non-Commercial Use Permitted
Persistenter Link
https://doi.org/10.3929/ethz-b-000019762
Publikationsstatus
published
Externe Links
Zeitschrift / Serie
Finance and Stochastics
Band
13(4)
Seiten / Artikelnummer
471 - 500
Verlag
Springer
Thema
Multidimensional Lévy processes; Numerical methods; Asset pricing
Organisationseinheit
03435 - Schwab, Christoph / Schwab, Christoph  
Anmerkungen
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
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