Pricing Multi-Asset Options with Sparse Grids and Fourth Order Finite Differences (Q5292052): Difference between revisions
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| Property / author: Cornelis W. Oosterlee / rank | |||
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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)
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19 June 2007
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