Numerical methods for Lévy processes
N. Hilber; N. Reich; C. Schwab; C. Winter
| Year of publication: |
2009
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|---|---|
| Authors: | Hilber, N. ; Reich, N. ; Schwab, C. ; Winter, C. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 13.2009, 4, p. 471-500
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| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Numerisches Verfahren | Numerical analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003899475