A wavelet-based finite element approach for pricing in Markovian HJM models
submitted by Timur Aka
| Year of publication: |
2011
|
|---|---|
| Authors: | Aka, Timur |
| Extent: | 157 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
| Language: | English |
| Thesis: | St. Gallen, Univ., Diss., 2010 |
| Classification: | Marketing |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008968305