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

leer

Department(s)University of Stuttgart, Institute of Parallel and Distributed Systems, Simulation of Large Systems
Entry dateJuly 24, 2015
New Report   New Article   New Monograph   Institute   Computer Science