Numerical methods for Lévy processes

Year of publication:	2009
Authors:	Hilber, N. ; Reich, N. ; Schwab, C. ; Winter, C.
Published in:	Finance and Stochastics. - Springer. - Vol. 13.2009, 4, p. 471-500
Publisher:	Springer
Subject:	Multidimensional Lévy processes \| Numerical methods \| Asset pricing

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005061369