Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleNumerical methods for Lévy processes.AuthorsHilber, N.; Reich, N.; Schwab, C.; Winter, C.AbstractWe survey the use and limitations of some numerical methods for pricing derivative contracts in multidimensional geometric Lévy models.SubjectsLEVY processes; NUMERICAL analysis; MATHEMATICAL analysis; RANDOM walks; INVESTMENT analysisPublicationFinance & Stochastics, 2009, Vol 13, Issue 4, p471ISSN0949-2984Publication typeArticleDOI10.1007/s00780-009-0100-5