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- Title:
High Performance Option Pricing based on Spatially Adaptive Sparse Grids
- Author(s):
- Heinecke, Alexander
- Publisher address:
- Almeria, Spain
- Year:
- 2013
- Journal title:
- 13th International Conference Computational and Mathematical Methods in Science and Engineering 2013
- Month:
- Jun
- Notes:
- mediatitle: 13th International Conference Computational and Mathematical Methods in Science and Engineering 2013
address: Almeria, Spain - TUM Institution:
- Institut für Informatik, Technische Universität München
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