The Mathematical Institute, University of Oxford, Eprints Archive
Login

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 Mon May 20 14:19:55 2013 BST.
EPrints Logo
The Mathematical Institute, University of Oxford, Eprints Archive is powered by EPrints 3 which is developed by the School of Electronics and Computer Science at the University of Southampton. More information and software credits.