LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION (Q5700135): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: math/0212251 / rank | |||
Normal rank | |||
Revision as of 02:53, 20 April 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
27 October 2005
0 references
relaxed greedy algorithm
0 references
rainbow options
0 references
curse of dimensionality
0 references
sparse grid
0 references
