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- Title:
An Option Pricing Toolbox Based on Theta-Calculus and Sparse Grids
- Author(s):
- Schraufstetter, Stefanie
- Publisher address:
- Wuppertal
- Year:
- 2010
- Journal title:
- 16-th European Conference on Mathematics for Industry
- Month:
- Jul
- Notes:
- mediatitle: 16-th European Conference on Mathematics for Industry
address: Wuppertal - TUM Institution:
- Institut für Informatik, Technische Universität München
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