Wavelet Galerkin pricing of American options on Lévy driven assets (Unknown)
- New search for: Matache *, A.-M.
- New search for: Nitsche, P.-A.
- New search for: Schwab, C.
- New search for: Matache *, A.-M.
- New search for: Nitsche, P.-A.
- New search for: Schwab, C.
In:
Quantitative Finance
;
5
, 4
;
403-424
;
2005
- Article (Journal) / Electronic Resource
-
Title:Wavelet Galerkin pricing of American options on Lévy driven assets
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Contributors:
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Published in:Quantitative Finance ; 5, 4 ; 403-424
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Publisher:
- New search for: Taylor & Francis Group
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Publication date:2005-08-01
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Size:22 pages
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ISSN:
-
DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:Unknown
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Source:
Table of contents – Volume 5, Issue 4
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 323
-
The illusions of dynamic replicationDerman *, Emanuel / Taleb, Nassim Nicholas et al. | 2005
- 327
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Calendar| 2005
- 329
-
Static-arbitrage upper bounds for the prices of basket optionsHobson *, David / Laurence, Peter / Wang, Tai-Ho et al. | 2005
- 343
-
Time to wealth goals in capital accumulationMaclean *, Leonard C. / Ziemba, William T. / Li, Yuming et al. | 2005
- 357
-
Order book approach to price impactWeber, P. / Rosenow *, B. et al. | 2005
- 365
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The immediate price impact of trades on the Australian Stock ExchangeLim, Marcus / Coggins *, Richard et al. | 2005
- 379
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Empirical distributions of stock returns: between the stretched exponential and the power law?Malevergne *, Y. / Pisarenko, V. / Sornette, D. et al. | 2005
- 403
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Wavelet Galerkin pricing of American options on Lévy driven assetsMatache *, A.-M. / Nitsche, P.-A. / Schwab, C. et al. | 2005