Option pricing with a direct adaptive sparse grid approach (Q432809)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Option pricing with a direct adaptive sparse grid approach |
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