Login
- Title:
Option Pricing with a Direct Adaptive Sparse Grid Approach
- Author(s):
- Bungartz, Hans-Joachim; Heinecke, Alexander; Pflüger, Dirk; Schraufstetter, Stefanie
- 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 
BibTeX