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- Titel:
Reduced Models for Sparse Grid Discretizations of the Multi-Asset Black-Scholes Equation
- Autor(en):
- Peherstorfer, Benjamin; Gomez, Pablo; Bungartz, Hans-Joachim
- Stichworte:
- MAC Cluster
- Zeitschriftentitel:
- Advances in Computational Mathematics
- Jahr:
- 2015
- Monat:
- Apr
- Verlag / Institution:
- Springer
- Hinweise:
- mediatitle: Advances in Computational Mathematics
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