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 1356339-7. - Vol. 13.2009, 4, p. 471-500
|
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Numerisches Verfahren | Numerical analysis | Theorie | Theory |
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