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

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