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dc.contributor.author
Reich, N.
dc.contributor.author
Schwab, Christoph
dc.contributor.author
Winter, C.
dc.date.accessioned
2017-06-09T08:24:34Z
dc.date.available
2017-06-09T08:24:34Z
dc.date.issued
2010-12
dc.identifier.issn
0949-2984
dc.identifier.issn
1432-1122
dc.identifier.other
10.1007/s00780-009-0108-x
dc.identifier.uri
http://hdl.handle.net/20.500.11850/27293
dc.language.iso
en
dc.publisher
Springer
dc.subject
Levy copulas
dc.subject
Levy processes
dc.subject
Integro-differential equations
dc.subject
Pseudo-differential operators
dc.subject
Dirichlet forms
dc.subject
Option pricing
dc.title
On Kolmogorov equations for anisotropic multivariate Levy processes
dc.type
Journal Article
ethz.journal.title
Finance and Stochastics
ethz.journal.volume
14
ethz.journal.issue
4
ethz.journal.abbreviated
Finance stoch.
ethz.pages.start
527
ethz.pages.end
567
ethz.notes
Received 9 April 2008, Accepted 3 December 2008, Published online 17 December 2009.
ethz.identifier.wos
ethz.identifier.nebis
001712229
ethz.publication.place
Berlin
ethz.publication.status
published
ethz.date.deposited
2017-06-09T08:24:52Z
ethz.source
ECIT
ethz.identifier.importid
imp59364d77119c097278
ethz.ecitpid
pub:46100
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-17T09:30:12Z
ethz.rosetta.lastUpdated
2019-02-02T05:11:59Z
ethz.rosetta.versionExported
true
ethz.COinS
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