Variational Solutions of the Pricing PIDE for European Options in Lévy Models

Title:: Variational Solutions of the Pricing PIDE for European Options in Lévy Models
Document type:: Zeitschriftenaufsatz
Author(s):: Eberlein, E.; Glau, K.
Non-TUM Co-author(s):: nein
Cooperation:: -
Intellectual Contribution:: Discipline-based Research
Journal title:: Applied Mathematical Finance
Journal listet in FT50 ranking:: nein
Year:: 2014
Journal issue:: 21/5
Pages contribution:: 417-450
Reviewed:: ja
Language:: en
Status:: Postprint / reviewed
TUM Institution:: Lehrstuhl für Finanzmathematik
Judgement review:: 0
Key publication:: Nein
Peer reviewed:: Ja
International:: Ja
Book review:: Nein
Commissioned:: not commissioned
Professional Journal:: Nein
Interdisciplinarity:: Nein
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