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- Document type:
- Bachelorarbeit
- Author(s):
- Gomez, Pablo
- Title:
- Reduced Models for Sparse Grid Discretizations of the Multi Asset Black Scholes Equation
- Advisor:
- Peherstorfer, Benjamin
- Referee:
- Bungartz, Hans-Joachim
- Date of publication:
- 04.2014
- Year:
- 2014
- University:
- Technische Universität Muenchen
- Faculty:
- Fakultät für Informatik
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