Pricing of Basket Options Using Dimension Reduction and Adaptive Finite Differences in Space, and Discontinuous Galerkin in Time (Q3179707)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of Basket Options Using Dimension Reduction and Adaptive Finite Differences in Space, and Discontinuous Galerkin in Time |
scientific article |
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Pricing of Basket Options Using Dimension Reduction and Adaptive Finite Differences in Space, and Discontinuous Galerkin in Time (English)
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19 December 2016
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pricing
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dimension reduction
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adaptive finite differences
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discontinuous Galerkin in time
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European basket options
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