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- Title:
Option Pricing with Sparse Grids
- Author(s):
- Schraufstetter, Stefanie
- Publisher address:
- Universität Bonn
- Year:
- 2011
- Journal title:
- HIM-Workshop on Sparse Grids and Applications
- Month:
- May
- Notes:
- mediatitle: HIM-Workshop on Sparse Grids and Applications
address: Universität Bonn - TUM Institution:
- Institut für Informatik, Technische Universität München
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