Article in Journal ART-2011-26

BibliographyBungartz, Hans-Joachim; Heinecke, Alexander; Pflüger, Dirk; Schraufstetter, Stefanie: Option Pricing with a Direct Adaptive Sparse Grid Approach.
In: Journal of Computational and Applied Mathematics. Bd. 236(15).
University of Stuttgart, Faculty of Computer Science, Electrical Engineering, and Information Technology.
pp. 3741-3750, german.
Sonstige, October 2011.
ISSN: 0377-0427.
Article in Journal.
CR-SchemaI.6 (Simulation and Modeling)
Abstract

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Department(s)University of Stuttgart, Institute of Parallel and Distributed Systems, Simulation of Large Systems
Entry dateJuly 24, 2015
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