Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing (Q3079739): Difference between revisions

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Latest revision as of 20:33, 3 July 2024

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Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing
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    Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing (English)
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    2 March 2011
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    Dirichlet forms
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    Feller processes
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    Kolmogorov equations
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    Option pricing
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    Sato processes
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    Wavelet discretization
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