C. C. W. Leentvaar

Available identifiers

zbMath Open leentvaar.c-c-wMaRDI QIDQ952092

List of research outcomes

Publication	Date of Publication	Type
American Options With Discrete Dividends Solved by Highly Accurate Discretizations	2009-03-31	Paper
On coordinate transformation and grid stretching for sparse grid pricing of basket options	2008-11-06	Paper
https://portal.mardi4nfdi.de/entity/Q5449137	2008-03-11	Paper
Efficientd-multigrid preconditioners for sparse-grid solution of high-dimensional partial differential equations	2007-10-08	Paper
Pricing Multi-Asset Options with Sparse Grids and Fourth Order Finite Differences	2007-06-19	Paper

Research outcomes over time

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