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"Numerical methods for Lévy processes."

Norbert Hilber et al. (2009)

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DOI: 10.1007/S00780-009-0100-5

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/HilberRSW09
Norbert Hilber, Nils Reich, Christoph Schwab, Christoph Winter:
Numerical methods for Lévy processes. Finance Stochastics 13(4): 471-500 (2009)

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