Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION - MaRDI portal

LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION (Q5700135)

From MaRDI portal
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

    Statements

    title
    LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION (English)
    0 references
    author
    Vladislav Kargin
    0 references
    publication date
    27 October 2005
    0 references
    zbMATH Keywords
    relaxed greedy algorithm
    0 references
    rainbow options
    0 references
    curse of dimensionality
    0 references
    sparse grid
    0 references

    Identifiers

    zbMATH DE Number
    2218869
    0 references
    OpenAlex ID
    W3125092672
    0 references
    arXiv ID
    math/0212251
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5700135&oldid=34427339"
    Powered by MediaWiki