The following pages link to C. C. W. Leentvaar (Q952092):
Displayed 5 items.
- On coordinate transformation and grid stretching for sparse grid pricing of basket options (Q952093) (← links)
- American Options With Discrete Dividends Solved by Highly Accurate Discretizations (Q3618340) (← links)
- Pricing Multi-Asset Options with Sparse Grids and Fourth Order Finite Differences (Q5292052) (← links)
- Efficient<i>d</i>-multigrid preconditioners for sparse-grid solution of high-dimensional partial differential equations (Q5308814) (← links)
- (Q5449137) (← links)