Browse by Author
Number of items: 2.
Reisinger, Christoph and Wittum, Gabriel (2005) Efficient hierarchical approximation of high-dimensional option pricing problems. SIAM Journal on Scientific Computing . (Submitted)
Reisinger, Christoph and Wittum, Gabriel (2004) On multigrid for anisotropic equations and variational inequalities: pricing multi-dimensional European and American options. Computing and Visualization in Science, 7 (3-4). pp. 189-197. ISSN 1433-0369
This list was generated on Sun May 26 06:20:59 2013 BST.