Consortium of Swiss Academic Libraries

Numerical methods for Lévy processes

Hilber, N. ; Reich, N. ; Schwab, C. ; Winter, C.

In: Finance and Stochastics, 2009, vol. 13, no. 4, p. 471-500

Consortium of Swiss Academic Libraries

NCLab: Public Computing Laboratory

Schnepp, Sascha

In: Computing, 2013, vol. 95, p. 675-694