- Title:
A General Pricing Technique Based on Theta-Calculus and Sparse Grids
- Author(s):
- Schraufstetter, Stefanie; Benk, Janos
- Book / Congress title:
- Proceedings of the ENUMATH 2009 Conference
- Publisher address:
- Uppsala
- Year:
- 2009
- Month:
- Dec
- Notes:
- mediatitle: Proceedings of the ENUMATH 2009 Conference
address: Uppsala
- BibTeX