Pages that link to "Item:Q904258"
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The following pages link to Reduced models for sparse grid discretizations of the multi-asset Black-Scholes equation (Q904258):
Displayed 2 items.
- Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization (Q2078260) (← links)
- A parallel sparse grid construction algorithm based on the shared memory architecture and its application to flash calculations (Q2203917) (← links)