| dc.contributor.author | GLAU, KB | en_US |
| dc.contributor.author | Gaß, M | en_US |
| dc.date.accessioned | 2018-06-27T09:39:53Z | |
| dc.date.available | 2018-05-02 | en_US |
| dc.date.issued | 2018-07-17 | en_US |
| dc.date.submitted | 2018-06-20T16:56:49.825Z | |
| dc.identifier.issn | 1945-497X | en_US |
| dc.identifier.uri | http://qmro.qmul.ac.uk/xmlui/handle/123456789/40603 | |
| dc.publisher | Society for Industrial and Applied Mathematics | en_US |
| dc.relation.ispartof | SIAM Journal on Financial Mathematics | en_US |
| dc.rights | This is a pre-copyedited, author-produced version of an article accepted for publication in SIAM Journal on Financial Mathematics following peer review. | |
| dc.title | A Flexible Galerkin Scheme for Option Pricing in Lévy Models | en_US |
| dc.type | Article | |
| dc.rights.holder | © 2018 Society for Industrial and Applied Mathematics | |
| dc.identifier.doi | 10.1137/16M1070438 | en_US |
| pubs.notes | Not known | en_US |
| pubs.publication-status | Published | en_US |
| dcterms.dateAccepted | 2018-05-02 | en_US |
