"Pricing of Basket Options Using Dimension Reduction and Adaptive Finite ..."

Lina von Sydow et al. (2015)

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DOI: 10.1007/978-3-319-39929-4_58

access: closed

type: Conference or Workshop Paper

metadata version: 2018-01-09

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  - conf/enumath/SydowGLW15
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Lina von Sydow, Paria Ghafari, Erik Lehto, Mats Wångersjö:
Pricing of Basket Options Using Dimension Reduction and Adaptive Finite Differences in Space, and Discontinuous Galerkin in Time. ENUMATH 2015: 607-615

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