Option pricing with a direct adaptive sparse grid approach (Q432809)
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scientific article; zbMATH DE number 6053132
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing with a direct adaptive sparse grid approach |
scientific article; zbMATH DE number 6053132 |
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Option pricing with a direct adaptive sparse grid approach (English)
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4 July 2012
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Black-Scholes equation
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option pricing
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sparse grids
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finite elements
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adaptivity
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