Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing (Q3079739): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 10:35, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing |
scientific article |
Statements
Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing (English)
0 references
2 March 2011
0 references
Dirichlet forms
0 references
Feller processes
0 references
Kolmogorov equations
0 references
Option pricing
0 references
Sato processes
0 references
Wavelet discretization
0 references