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Finite approximation schemes for Lévy processes, and their application to optimal stopping problems
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2007
Journal Article
Title
Finite approximation schemes for Lévy processes, and their application to optimal stopping problems
Author(s)
Szimayer, A.
Maller, R.
Journal
Stochastic processes and their applications
DOI
10.1016/j.spa.2007.01.012
Language
English
Fraunhofer-Institut für Techno- und Wirtschaftsmathematik ITWM
