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