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- Document type:
- Studienarbeit/SEP/IDP
- Author(s):
- Gomez, Pablo
- Title:
- Reduced Models for Sparse Grid Discretizations of the Multi Asset Black Scholes Equation
- Advisor:
- Peherstorfer, Benjamin
- Referee:
- Bungartz, Hans-Joachim
- Year:
- 2014
- Month:
- Apr
- Notes:
- betreuer: Peherstorfer, Benjamin
pruefer: Bungartz, Hans-Joachim - TUM Institution:
- Institut für Informatik, Technische Universität München
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