Bücher von Christoph Schwab

This book introduces algorithms for fast, accurate pricing of derivative contracts. These are developed in classical Black-Scholes markets, and extended to models based on multiscale stochastic volatility, to Levy, additive and classes of Feller processes.

This work presents a thorough treatment of boundary element methods (BEM) for solving strongly elliptic boundary integral equations obtained from boundary reduction of elliptic boundary value problems in $\mathbb{R}^3$.