An efficient sparse grid Galerkin approach for the numerical valuation of basket options under Kou's jump-diffusion model

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Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
Online-Ressource
Language
Englisch
Notes
In: https://doi.org/10.1007/978-3-642-31703-3_6
In: Bonn : Institut für Numerische Simulation (INS), 2012

Bibliographic citation
INS Preprints ; 1202

Event
Veröffentlichung
(where)
Bonn
(who)
Universitäts- und Landesbibliothek Bonn
(when)
2012
Creator
Griebel, Michael
Hullmann, Alexander

Handle
20.500.11811/11933
URN
urn:nbn:de:101:1-2409050302086.475045101751
Rights
Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
25.03.2025, 1:46 PM CET

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Associated

  • Griebel, Michael
  • Hullmann, Alexander
  • Universitäts- und Landesbibliothek Bonn

Time of origin

  • 2012

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