A3 Book section, Chapters in research books
Fractional smoothness and applications in finance (2011)

Geiss, S., & Gobet, E. (2011). Fractional smoothness and applications in finance. In G. D. Nunno, & B. Oksendal (Eds.), Advanced Mathematical Methods for Finance (pp. 313-332). Springer. https://doi.org/10.1007/978-3-642-18412-3_12

JYU authors or editors

Publication details

All authors or editors: Geiss, Stefan; Gobet, Emmanuel

Parent publication: Advanced Mathematical Methods for Finance

Parent publication editors: Nunno, Giulia Di; Oksendal, Bernt

ISBN: 978-3-642-18411-6

Publication year: 2011

Pages range: 313-332

Number of pages in the book: 536

Publisher: Springer

Place of Publication: Heidelberg

Publication country: Germany

Publication language: English

DOI: https://doi.org/10.1007/978-3-642-18412-3_12

Publication open access: Not open

Publication channel open access: 

Publication is parallel published: http://arxiv.org/abs/1004.3577

Keywords: approximation

Free keywords: fractional smoothness

Contributing organizations

Ministry reporting: Yes

Reporting Year: 2012

Preliminary JUFO rating: 2