The Mathematical Institute, University of Oxford, Eprints Archive

Browse by Author

Up a level
Export as [feed] RSS 2.0 [feed] RSS 1.0 [feed] Atom
Group by: Creators | Item Type | No Grouping
Jump to: Article
Number of items: 2.

Article

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 Fri Oct 24 21:20:02 2014 BST.