Pages that link to "Item:Q4626509"
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The following pages link to Sparse Grid High-Order ADI Scheme for Option Pricing in Stochastic Volatility Models (Q4626509):
Displaying 3 items.
- A parallel sparse grid construction algorithm based on the shared memory architecture and its application to flash calculations (Q2203917) (← links)
- High-order compact finite difference scheme for option pricing in stochastic volatility jump models (Q2423603) (← links)
- AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models (Q5147983) (← links)
