Computational Methods for Quantitative Finance Finite Element Methods for Derivative Pricing /

by Hilber, Norbert., Hilber, Norbert., Reichmann, Oleg., Schwab, Christoph., Winter, Christoph.
Published 2013

Lévy Matters I Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance /

by Duquesne, Thomas., Duquesne, Thomas., Reichmann, Oleg., Sato, Ken-iti., Schwab, Christoph.
Published 2010