Pricing multi-asset options with sparse grids

CCW Leentvaar

Research output: Thesis › Dissertation (TU Delft)

Original language	Undefined/Unknown
Qualification	Doctor of Philosophy
Awarding Institution	Delft University of Technology
Supervisors/Advisors	Oosterlee, C.W., Supervisor
Award date	13 Jun 2008
Place of Publication	Delft
Publisher	Delft University of Technology
Print ISBNs	978-90-8559-382-9
Publication status	Published - 2008

Keywords

@phdthesis{056d1c81df5548cb98ed44bf572dc2fe,

title = "Pricing multi-asset options with sparse grids",

keywords = "Wiskunde en Informatica, Techniek, technische Wiskunde en Informatica, Diss. prom. aan TU Delft",

author = "CCW Leentvaar",

year = "2008",

language = "Undefined/Unknown",

isbn = "978-90-8559-382-9",

publisher = "Delft University of Technology",

address = "Netherlands",

type = "Dissertation (TU Delft)",

school = "Delft University of Technology",

}