Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing
dc.contributor.author
Reichmann, Oleg
dc.contributor.author
Schwab, Christoph
dc.date.accessioned
2017-06-09T08:24:50Z
dc.date.available
2017-06-09T08:24:50Z
dc.date.issued
2010
dc.identifier.uri
http://hdl.handle.net/20.500.11850/27349
dc.language.iso
en
dc.publisher
International Center for Numerical Methods in Engineering
dc.title
Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing
dc.type
Other Conference Item
ethz.event
Emerging Topics in Dynamical Systems and Partial Differential Equations (DSPDEs'10)
ethz.event.location
Barcelona, Spain
ethz.event.date
May 31 - June 4, 2010
ethz.notes
Conference lecture on 3 June 2010.
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
2017-06-09T08:24:52Z
ethz.source
ECIT
ethz.identifier.importid
imp59364d782df6766549
ethz.ecitpid
pub:46166
ethz.eth
yes
ethz.availability
Metadata only
dc.relation.isnodouble
24076
*
dc.relation.isnodouble
195845
*
ethz.rosetta.installDate
2017-07-12T11:15:17Z
ethz.rosetta.lastUpdated
2018-10-01T10:32:14Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=Numerical%20Analysis%20of%20Additive,%20L%C3%A9vy%20and%20Feller%20Processes%20with%20Applications%20to%20Option%20Pricing&rft.date=2010&rft.au=Reichmann,%20Oleg&Schwab,%20Christoph&rft.genre=unknown&rft.btitle=Numerical%20Analysis%20of%20Additive,%20L%C3%A9vy%20and%20Feller%20Processes%20with%20Applications%20to%20Option%20Pricing
Files in this item
| Files | Size | Format | Open in viewer |
|---|---|---|---|
|
There are no files associated with this item. |
|||
Publication type
-
Other Conference Item [17969]