Higher-order interpolated lattice schemes for multidimensional option pricing problems (Q2252708)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher-order interpolated lattice schemes for multidimensional option pricing problems |
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Higher-order interpolated lattice schemes for multidimensional option pricing problems (English)
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23 July 2014
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multidimensional lattice
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weak approximation
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cubature formula
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sparse grid interpolation
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sparse matrix formulation
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