Numerical option pricing beyond Lévy
dc.contributor.author
Reichmann, Oleg
dc.contributor.supervisor
Farkas, Erich Walter
dc.contributor.supervisor
Schwab, Christoph
dc.date.accessioned
2017-09-20T11:29:02Z
dc.date.available
2017-06-10T11:38:01Z
dc.date.available
2017-09-20T11:29:02Z
dc.date.issued
2012
dc.identifier.isbn
978-3-906031-01-9
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/59283
dc.identifier.doi
10.3929/ethz-a-007113717
dc.format
application/pdf
dc.language.iso
en
en_US
dc.publisher
ETH
en_US
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
GALERKIN METHOD (NUMERICAL MATHEMATICS)
en_US
dc.subject
INTEGRO-DIFFERENTIAL EQUATIONS (NUMERICAL MATHEMATICS)
en_US
dc.subject
PSEUDODIFFERENTIAL OPERATORS (TOPOLOGY OF MANIFOLDS)
en_US
dc.subject
MODELING OF SPECIFIC ASPECTS OF THE ECONOMY (OPERATIONS RESEARCH)
en_US
dc.subject
MODELLIERUNG SPEZIFISCHER PROBLEME DER WIRTSCHAFT (OPERATIONS RESEARCH)
en_US
dc.subject
OPTIONS (FINANCE)
en_US
dc.subject
GALERKIN-VERFAHREN (NUMERISCHE MATHEMATIK)
en_US
dc.subject
FINITE-ELEMENTE-METHODE (NUMERISCHE MATHEMATIK)
en_US
dc.subject
FINITE ELEMENT METHOD (NUMERICAL MATHEMATICS)
en_US
dc.subject
INTEGRO-DIFFERENTIALGLEICHUNGEN (NUMERISCHE MATHEMATIK)
en_US
dc.subject
PSEUDODIFFERENTIALOPERATOREN (TOPOLOGIE DER MANNIGFALTIGKEITEN)
en_US
dc.subject
OPTIONEN (FINANZEN)
en_US
dc.title
Numerical option pricing beyond Lévy
en_US
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
dc.date.published
2012
ethz.size
1 Band
en_US
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
en_US
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
en_US
ethz.identifier.diss
20202
en_US
ethz.identifier.nebis
007113717
ethz.publication.place
Zürich
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics
en_US
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
en_US
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
2017-06-10T11:38:20Z
ethz.source
ECOL
ethz.source
ECIT
ethz.identifier.importid
imp5936500d0317370915
ethz.identifier.importid
imp59366b202151d56945
ethz.ecolpid
eth:5357
ethz.ecitpid
pub:94809
ethz.eth
yes
en_US
ethz.availability
Open access
en_US
ethz.rosetta.installDate
2017-07-26T16:06:49Z
ethz.rosetta.lastUpdated
2020-02-15T07:26:04Z
ethz.rosetta.versionExported
true
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Doctoral Thesis [29805]