Option pricing with a direct adaptive sparse grid approach (Q432809): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.cam.2011.09.024 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1973141700 / rank | |||
Normal rank | |||
Revision as of 00:56, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing with a direct adaptive sparse grid approach |
scientific article |
Statements
Option pricing with a direct adaptive sparse grid approach (English)
0 references
4 July 2012
0 references
Black-Scholes equation
0 references
option pricing
0 references
sparse grids
0 references
finite elements
0 references
adaptivity
0 references
