TY  - JOUR
AU  - Matache, Ana-Maria
AU  - Petersdorff, Tobias Von
AU  - Schwab, Christoph
TI  - Fast deterministic pricing of options on Lévy driven assets
JO  - ESAIM: Mathematical Modelling and Numerical Analysis 
PY  - 2004
SP  - 37
EP  - 71
VL  - 38
IS  - 1
PB  - EDP-Sciences
UR  - http://geodesic.mathdoc.fr/articles/10.1051/m2an:2004003/
DO  - 10.1051/m2an:2004003
LA  - en
ID  - M2AN_2004__38_1_37_0
ER  -