Numerical Pricing of Multi-Asset Options
Jumps, Nonstandard Boundary Conditions, High-Dimension
dc.contributor.author
Schwab, Christoph
dc.date.accessioned
2017-06-11T03:57:08Z
dc.date.available
2017-06-11T03:57:08Z
dc.date.issued
2013
dc.identifier.uri
http://hdl.handle.net/20.500.11850/79227
dc.language.iso
en
dc.title
Numerical Pricing of Multi-Asset Options
dc.type
Other Conference Item
ethz.title.subtitle
Jumps, Nonstandard Boundary Conditions, High-Dimension
ethz.event
The Quantitative Methods in Finance 2013 Conference
ethz.event.location
Sydney, Australia
ethz.event.date
December 17-20, 2013
ethz.notes
Talk.
ethz.publication.status
unpublished
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
2017-06-11T03:57:52Z
ethz.source
ECIT
ethz.identifier.importid
imp59365189e097214286
ethz.ecitpid
pub:124529
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-17T10:16:28Z
ethz.rosetta.lastUpdated
2018-11-02T13:06:05Z
ethz.rosetta.versionExported
true
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Other Conference Item [18109]