Efficient Algorithms for Solving the Black-Scholes Equation on Dimensionally Adaptive Sparse Grids

Document type:: Bachelor's thesis
Author(s):: Fischer, Matthias
Title:: Efficient Algorithms for Solving the Black-Scholes Equation on Dimensionally Adaptive Sparse Grids
Keywords:: MAC Cluster
Advisor:: Buse, Gerrit
Referee:: Bungartz, Hans-Joachim
Year:: 2013
Month:: Nov
WWW:: http://www5.in.tum.de/pub/fischer2013bachelorthesis.pdf
Notes:: betreuer: Buse, Gerrit
URL: http://www5.in.tum.de/pub/fischer2013bachelorthesis.pdf
pruefer: Bungartz, Hans-Joachim
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