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- Author(s):
- Schraufstetter, Stefanie
- Title:
- A Pricing Technique Based on Theta-Calculus and Sparse Grids Covering Different Types of Options
- Publisher address:
- Uppsala
- Year:
- 2009
- Journal title:
- ENUMATH
- Month:
- Jun
- Notes:
- mediatitle: ENUMATH
address: Uppsala - TUM Institution:
- Institut für Informatik, Technische Universität München
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