Pricing Multi-Asset Options with Sparse Grids and Fourth Order Finite Differences (Q5292052): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/978-3-540-34288-5_97 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W130696160 / rank | |||
Normal rank |
Latest revision as of 00:22, 20 March 2024
scientific article; zbMATH DE number 5165580
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing Multi-Asset Options with Sparse Grids and Fourth Order Finite Differences |
scientific article; zbMATH DE number 5165580 |
Statements
Pricing Multi-Asset Options with Sparse Grids and Fourth Order Finite Differences (English)
0 references
19 June 2007
0 references