✦ LIBER ✦

Efficient Hierarchical Approximation of High‐Dimensional Option Pricing Problems

✍ Scribed by Reisinger, Christoph; Wittum, Gabriel

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Efficient quasi-Monte simulations for pr

✍ Sabino, Piergiacomo 📂 Article 📅 2009 🏛 Springer ⚖ 201 KB

Hierarchical Tensor-Product Approximatio

✍ Ivan P. Gavrilyuk; Wolfgang Hackbusch; Boris N. Khoromskij 📂 Article 📅 2004 🏛 Springer Vienna 🌐 English ⚖ 452 KB

PRICING OF HIGH-DIMENSIONAL AMERICAN OPT

✍ Michael Kohler; Adam Krzyżak; Nebojsa Todorovic 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 318 KB

Sparse Spectral Approximations of High-D

✍ Shen, Jie; Wang, Li-Lian 📂 Article 📅 2010 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 445 KB

Pricing and Informational Efficiency of

✍ Gianluca Cassese; Massimo Guidolin 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 333 KB

Some evidence for the validity of the no

✍ W. A. Schlup 📂 Article 📅 1974 🏛 Springer 🌐 English ⚖ 273 KB