Library
search
Press enter to search in title/abstract
in title/abstract
in authors
local_library
Repository
C
CCW Leentvaar
View Pure Profile
Authored
6 records found
American options with discrete dividends solved by highly accurate discretizations.
Conference paper -
CCW Leentvaar
,
C.W. Oosterlee
Efficient d-multigrid preconditioners for sparse-grid solution of high-dimensional partial differential equations
Journal article -
H bin Zubair
,
CCW Leentvaar
,
C.W. Oosterlee
Multi-Asset option pricing using a parallel Fourier-Based Technique
Journal article -
CCW Leentvaar
,
C.W. Oosterlee
On coordinate transformation and grid stretching for sparse grid pricing of basket options
Journal article -
CCW Leentvaar
,
C.W. Oosterlee
Pricing Multi-Asset Options with Sparse Grids and Fourth Order Finite Differences
Conference paper -
CCW Leentvaar
,
C.W. Oosterlee
Pricing multi-asset options with sparse grids
Doctoral thesis -
CCW Leentvaar