Statistics
Publications
3
Citations
166
H-Index
3
Active since
2003
Affiliations
ETH Zurich(Current)
P.-A. Nitsche is an author at ETH Zurich specializing in wavelet compression, lévy processes, and option pricing theory.
Publications per year
2003–2006
3
3
Wavelet Galerkin pricing of American options on Lévy driven assets
Ana-Maria Matache, P.-A. Nitsche, C. Schwab · Quantitative Finance · 2005 · 113 citations
Engineering, Economics, Finance +17
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