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- Author(s):
- Schraufstetter, Stefanie
- Title:
- A Highly Efficient Approach for Higher-Dimensional Option Pricing Problems Based on Adaptive Sparse Grids
- Publisher address:
- Sydney
- Year:
- 2012
- Journal title:
- Bachelier World Congress
- Month:
- Jun
- Notes:
- mediatitle: Bachelier World Congress
address: Sydney - TUM Institution:
- Institut für Informatik, Technische Universität München
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