2 results
Fast deterministic pricing of options on Lévy driven assets
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- Journal:
- ESAIM: Mathematical Modelling and Numerical Analysis / Volume 38 / Issue 1 / January 2004
- Published online by Cambridge University Press:
- 15 February 2004, pp. 37-71
- Print publication:
- January 2004
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- Article
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Two-scale FEM for homogenization problems
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- Journal:
- ESAIM: Mathematical Modelling and Numerical Analysis / Volume 36 / Issue 4 / July 2002
- Published online by Cambridge University Press:
- 15 September 2002, pp. 537-572
- Print publication:
- July 2002
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- Article
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