List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| American Options With Discrete Dividends Solved by Highly Accurate Discretizations Progress in Industrial Mathematics at ECMI 2004 | 2009-03-31 | Paper |
| On coordinate transformation and grid stretching for sparse grid pricing of basket options Journal of Computational and Applied Mathematics | 2008-11-06 | Paper |
| Multigrid precondititoners for Bi-CGSTAB for the sparse-grid solution of high-dimensional anisotropic diffusion equation | 2008-03-11 | Paper |
| Efficient<i>d</i>-multigrid preconditioners for sparse-grid solution of high-dimensional partial differential equations International Journal of Computer Mathematics | 2007-10-08 | Paper |
| Pricing Multi-Asset Options with Sparse Grids and Fourth Order Finite Differences Numerical Mathematics and Advanced Applications | 2007-06-19 | Paper |
Research outcomes over time
This page was built for person: C. C. W. Leentvaar
