Numerical analysis of additive, Lévy and Feller processes with applications to option pricing (Q3079739)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5859891
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Numerical analysis of additive, Lévy and Feller processes with applications to option pricing |
scientific article; zbMATH DE number 5859891 |
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
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8240376114845276
0 references
0.7945643663406372
0 references
0.7904312610626221
0 references
0.7888227105140686
0 references
0.7856670022010803
0 references
