Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing

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Autor(in)
Reichmann, Oleg
Schwab, Christoph
Datum
2010
Typ
    Other Conference Item
Publikationsstatus
published
Verlag
International Center for Numerical Methods in Engineering
Konferenz
Emerging Topics in Dynamical Systems and Partial Differential Equations (DSPDEs'10), Barcelona, Spain, May 31 - June 4, 2010
Organisationseinheit
03435 - Schwab, Christoph / Schwab, Christoph  
Anmerkungen
Conference lecture on 3 June 2010.
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