LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION (Q5700135): Difference between revisions

From MaRDI portal
Changed an Item
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 22:56, 5 March 2024

scientific article; zbMATH DE number 2218869
Language Label Description Also known as
English
LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION
scientific article; zbMATH DE number 2218869

    Statements

    LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION (English)
    0 references
    0 references
    27 October 2005
    0 references
    relaxed greedy algorithm
    0 references
    rainbow options
    0 references
    curse of dimensionality
    0 references
    sparse grid
    0 references

    Identifiers