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- Title:
Option Pricing with Spatially Adaptive Sparse Grids
- Author(s):
- Schraufstetter, Stefanie
- Publisher address:
- Lorentz-Center, Leiden
- Year:
- 2011
- Journal title:
- Workshop on Quantitative Methods in Financial and Insurance Mathematics
- Month:
- Apr
- Notes:
- mediatitle: Workshop on Quantitative Methods in Financial and Insurance Mathematics
address: Lorentz-Center, Leiden - TUM Institution:
- Institut für Informatik, Technische Universität München
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