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- Title:
Pricing Basket Options with Sparse Grids
- Author(s):
- Schraufstetter, Stefanie
- Publisher address:
- Universität Frankfurt
- Year:
- 2011
- Journal title:
- International Workshop on Numerical Algorithms in Computational Finance
- Month:
- Jul
- Notes:
- mediatitle: International Workshop on Numerical Algorithms in Computational Finance
address: Universität Frankfurt - TUM Institution:
- Institut für Informatik, Technische Universität München
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