%0 Journal Article
%A Matache, Ana-Maria
%A Petersdorff, Tobias Von
%A Schwab, Christoph
%T Fast deterministic pricing of options on Lévy driven assets
%J ESAIM: Mathematical Modelling and Numerical Analysis 
%D 2004
%P 37-71
%V 38
%N 1
%I EDP-Sciences
%U http://geodesic.mathdoc.fr/articles/10.1051/m2an:2004003/
%R 10.1051/m2an:2004003
%G en
%F M2AN_2004__38_1_37_0