Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing (Q3079739): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W142772891 / rank | |||
Normal rank | |||
Revision as of 15:37, 19 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
