Numerical methods for Lévy processes
| Year of publication: |
2009
|
|---|---|
| Authors: | Hilber, N. ; Reich, N. ; Schwab, C. ; Winter, C. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 13.2009, 4, p. 471-500
|