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Numerical option pricing beyond Lévy
| Metadata Label | Value |
|---|---|
| Author(s): | Reichmann, Oleg |
| Publisher: | ETH |
| Citation: | Reichmann, Oleg. Numerical option pricing beyond Lévy. ETH (2012). http://dx.doi.org/10.3929/ethz-a-007113717 |
| Document Type: | Doctoral and Habilitation Theses |
| Documents: |
Abstract
(24.35KB),
Fulltext
(2.15MB) |
Detailed Information
| Metadata | Description |
|---|---|
| Title | Numerical option pricing beyond Lévy |
| Author(s) | Reichmann, Oleg |
| Publication Place | Zürich |
| Publisher | ETH |
| Publication Date | 2012 |
| Notes | Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 20202, 2012 |
| Language | English |
| DOI | http://dx.doi.org/10.3929/ethz-a-007113717 |
| ISBN | 978-3-906031-01-9 |
| Subject(s) |
Operations Research Applied Mathematics |
| Keyword(s) |
OPTIONS MODELING OF SPECIFIC ASPECTS OF THE ECONOMY PSEUDODIFFERENTIAL OPERATORS GALERKIN METHOD INTEGRO-DIFFERENTIAL EQUATIONS FINITE ELEMENT METHOD |
| Organisational Unit | Department of Mathematics |
| Online Publication Date | 2012 |
| Description | File Name | MIME Type | Size |
|---|---|---|---|
| Abstract |
eth-5357-01.pdf |
application/pdf | 24.35KB |
| Fulltext |
eth-5357-02.pdf |
application/pdf | 2.15MB |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=007113717 |
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E-Collection record created: Mon, 26 Mar 2012, 08:22:37 CET