- Title:
Convergence Analysis of Galerkin Methods for Option Pricing in Time-inhomogeneous Lévy models
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Gaß, M.; Glau, K.
- Non-TUM Co-author(s):
- nein
- Cooperation:
- -
- Intellectual Contribution:
- Discipline-based Research
- Journal title:
- Working Paper
- Year:
- 2016
- Language:
- en
- TUM Institution:
- Lehrstuhl für Finanzmathematik
- Judgement review:
- 0
- Key publication:
- Nein
- Peer reviewed:
- Nein
- Commissioned:
- not commissioned
- Technology:
- Nein
- Interdisciplinarity:
- Nein
- Mission statement:
- ;
- Ethics and Sustainability:
- Nein
- BibTeX
versions
Shown version:
Current Version from
24.12.2021, 13:02:33
from
Klenner, Andrea Ramona
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