Christoph Winter


Dr. sc. ETH Zürich 2009 Switzerland
Dissertation: Wavelet Galerkin Schemes for Option Pricing in Multidimensional Lévy Models
Mathematics Subject Classification: 65—Numerical analysis

Advisor 1: Christoph Schwab
Advisor 2: Rama Cont
Advisor 3: Tobias von Petersdorff

No students known.

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