Efficient Hierarchical Approximation of High‐Dimensional Option Pricing Problems

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Publication:5444261

DOI10.1137/060649616zbMath1151.91536OpenAlexW2077681241MaRDI QIDQ5444261

Christoph Reisinger, Gabriel Wittum

Publication date: 25 February 2008

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/060649616




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