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- Author(s):
- Peherstorfer, Benjamin; Gomez, Pablo; Bungartz, Hans-Joachim
- Title:
- Reduced Models for Sparse Grid Discretizations of the Multi-Asset Black-Scholes Equation
- Keywords:
- MAC Cluster
- Journal title:
- Advances in Computational Mathematics
- Year:
- 2015
- Month:
- Apr
- Publisher:
- Springer
- Notes:
- mediatitle: Advances in Computational Mathematics
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