On coordinate transformation and grid stretching for sparse grid pricing of basket options
Journal Article
(2006)
Author(s)
CCW Leentvaar (TU Delft - Numerical Analysis)
C. W. Oosterlee (TU Delft - Numerical Analysis)
Research Group
Numerical Analysis
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https://resolver.tudelft.nl/uuid:e5879b8d-78f9-4de0-baa3-ed0ab6bc4c56
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Publication Year
2006
Research Group
Numerical Analysis
Issue number
13
Volume number
06
Pages (from-to)
1-21
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