On Sparse Grid Interpolation for American Option Pricing with Multiple Underlying Assets (Q6451278)
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scientific article; zbMATH DE number 902327212
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Sparse Grid Interpolation for American Option Pricing with Multiple Underlying Assets |
scientific article; zbMATH DE number 902327212 |
Statements
15 September 2023
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math.NA
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cs.NA
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q-fin.CP
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