The following pages link to Stefanie Schraufstetter (Q432808):
Displayed 4 items.
- Option pricing with a direct adaptive sparse grid approach (Q432809) (← links)
- Variants of the Combination Technique for Multi-Dimensional Option Pricing (Q2905434) (← links)
- A General Pricing Technique Based on Theta-Calculus and Sparse Grids (Q3000198) (← links)
- A highly parallel Black–Scholes solver based on adaptive sparse grids (Q4903544) (← links)