Numerical methods for Lévy processes
dc.contributor.author
Hilber, N.
dc.contributor.author
Reich, N.
dc.contributor.author
Schwab, Christoph
dc.contributor.author
Winter, C.
dc.date.accessioned
2017-06-08T23:41:01Z
dc.date.available
2017-06-08T23:41:01Z
dc.date.issued
2009
dc.identifier.issn
0949-2984
dc.identifier.issn
1432-1122
dc.identifier.other
10.1007/s00780-009-0100-5
dc.identifier.uri
http://hdl.handle.net/20.500.11850/19762
dc.identifier.doi
10.3929/ethz-b-000019762
dc.format
application/pdf
dc.language.iso
en
dc.publisher
Springer
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
Multidimensional Lévy processes
dc.subject
Numerical methods
dc.subject
Asset pricing
dc.title
Numerical methods for Lévy processes
dc.type
Journal Article
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.journal.title
Finance and Stochastics
ethz.journal.volume
13
ethz.journal.issue
4
ethz.journal.abbreviated
Finance stoch.
ethz.pages.start
471
ethz.pages.end
500
ethz.version.deposit
publishedVersion
ethz.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
ethz.identifier.wos
ethz.identifier.nebis
001712229
ethz.publication.place
Berlin
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03435 - Schwab, Christoph / Schwab, Christoph
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03435 - Schwab, Christoph / Schwab, Christoph
ethz.date.deposited
2017-06-08T23:41:10Z
ethz.source
ECIT
ethz.identifier.importid
imp59364cabd835338393
ethz.ecitpid
pub:32172
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-31T13:57:16Z
ethz.rosetta.lastUpdated
2022-03-28T08:42:00Z
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