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- Title:
A Toolbox for Option Pricing with Theta-Calculus Based on Sparse Grids
- Author(s):
- Schraufstetter, Stefanie
- Publisher address:
- San Francisco
- Year:
- 2010
- Journal title:
- SIAM Conference on Financial Mathematics and Engineering
- Month:
- Nov
- Notes:
- mediatitle: SIAM Conference on Financial Mathematics and Engineering
address: San Francisco - TUM Institution:
- Institut für Informatik, Technische Universität München
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