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Wavelet Galerkin pricing of American options on Lévy driven assets - MaRDI portal

Wavelet Galerkin pricing of American options on Lévy driven assets (Q3375382)

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Wavelet Galerkin pricing of American options on Lévy driven assets
scientific article

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    title
    Wavelet Galerkin pricing of American options on Lévy driven assets (English)
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    author
    Ana-Maria Matache
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    Pál-Andrej Nitsche
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    Christoph Schwab
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    publication date
    8 March 2006
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    zbMATH DE Number
    5009968
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    OpenAlex ID
    W2134864040
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    cites work
    Q4509488
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    Q4937701
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