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Author(s):
Bungartz, Hans-Joachim; Heinecke, Alexander; Pflüger, Dirk; Schraufstetter, Stefanie 
Title:
Option Pricing with a Direct Adaptive Sparse Grid Approach 
Journal title:
Journal of Computational and Applied Mathematics 
Year:
2011 
Journal volume:
236 
Month:
Oct 
Journal issue:
15 
Pages contribution:
3741 -- 3750 
Print-ISSN:
0377-0427 
Notes:
mediatitle: Journal of Computational and Applied Mathematics
number: 15