Reduced models for sparse grid discretizations of the multi-asset Black-Scholes equation
Crossref DOI link: https://doi.org/10.1007/s10444-015-9421-4
Published Online: 2015-05-20
Published Print: 2015-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Peherstorfer, Benjamin
Gómez, Pablo
Bungartz, Hans-Joachim
Text and Data Mining valid from 2015-05-20