LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION (Q5700135)
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scientific article; zbMATH DE number 2218869
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION |
scientific article; zbMATH DE number 2218869 |
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LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION (English)
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27 October 2005
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relaxed greedy algorithm
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rainbow options
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curse of dimensionality
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sparse grid
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