Pricing multi-asset options with sparse grids

Doctoral thesis (2008)

Authors

CCW Leentvaar Numerical Analysis - EEMCS
Research Group
Numerical Analysis (EEMCS) (TU Delft)
Techniek
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Published Date

2008

Language

Undefined/Unknown

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Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Numerical Analysis