Wavelet Galerkin pricing of American options on Levy driven assets - Research Collection

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Author

Nitschea, P.-A.

Date

2005

Type

Journal Article

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1080/14697680500244478

Journal / series

Quantitative Finance

Volume

5(4)

Pages / Article No.

403 - 424

Publisher

Taylor & Francis

Notes

Available online 18 February 2007.

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ETH Bibliography

yes

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