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Chapter title |
Sparse Grid High-Order ADI Scheme for Option Pricing in Stochastic Volatility Models
|
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Chapter number | 16 |
Book title |
Novel Methods in Computational Finance
|
Published by |
Springer, Cham, January 2017
|
DOI | 10.1007/978-3-319-61282-9_16 |
Book ISBNs |
978-3-31-961281-2, 978-3-31-961282-9
|
Authors |
Bertram Düring, Christian Hendricks, James Miles |