ReisingerW07'

BibTeX

@article{DBLP:journals/siamsc/ReisingerW07,
  author    = {Christoph Reisinger and
               Gabriel Wittum},
  title     = {Efficient Hierarchical Approximation of High-Dimensional
               Option Pricing Problems},
  journal   = {SIAM J. Scientific Computing},
  volume    = {29},
  number    = {1},
  year      = {2007},
  pages     = {440-458},
  ee        = {http://dx.doi.org/10.1137/060649616},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}