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dc.contributor.author
Matache, Ana-Maria
dc.contributor.author
Petersdorff, Tobias von
dc.contributor.author
Schwab, Christoph
dc.date.accessioned
2017-06-10T01:23:20Z
dc.date.available
2017-06-10T01:23:20Z
dc.date.issued
2004-01
dc.identifier.issn
0764-583X
dc.identifier.issn
0399-0516
dc.identifier.issn
1290-3841
dc.identifier.other
10.1051/m2an:2004003
dc.identifier.uri
http://hdl.handle.net/20.500.11850/49969
dc.language.iso
en
dc.publisher
Cambridge University Press
dc.subject
Parabolic partial integro-differential equations
dc.subject
Levy processes
dc.subject
Markov processes
dc.subject
Galerkin finite element method
dc.subject
Wavelet
dc.subject
Matrix compression
dc.subject
GMRES
dc.title
Fast deterministic pricing of options on Levy driven assets
dc.type
Journal Article
ethz.journal.title
Mathematical modelling and numerical analysis
ethz.journal.volume
38
ethz.journal.issue
1
ethz.journal.abbreviated
Mod
ethz.pages.start
37
ethz.pages.end
71
ethz.notes
Received 27 February 2003, Published online 15 February 2004.
ethz.identifier.wos
ethz.identifier.nebis
000037624
ethz.publication.place
Cambridge
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
2017-06-10T01:26:13Z
ethz.source
ECIT
ethz.identifier.importid
imp59364f48e6c3d60611
ethz.ecitpid
pub:81954
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-14T15:04:32Z
ethz.rosetta.lastUpdated
2018-10-01T17:12:10Z
ethz.rosetta.versionExported
true
ethz.COinS
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