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- Title:
Option Pricing with Theta-Calculus and Sparse Grids
- Author(s):
- Schraufstetter, Stefanie
- Publisher address:
- Ecole des Ponts ParisTech
- Year:
- 2009
- Journal title:
- 3rd Conference on Numerical Methods in Finance
- Month:
- Apr
- Notes:
- mediatitle: 3rd Conference on Numerical Methods in Finance
address: Ecole des Ponts ParisTech - TUM Institution:
- Fakultät für Informatik, Technische Universität München
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