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2008 | ||
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3 | EE | Stefan Dirnstorfer, Andreas J. Grau: Accelerated Option Pricing in Multiple Scenarios CoRR abs/0807.5120: (2008) |
2004 | ||
2 | EE | Hans-Joachim Bungartz, Stefan Dirnstorfer: Higher Order Quadrature on Sparse Grids. International Conference on Computational Science 2004: 394-401 |
2003 | ||
1 | EE | Hans-Joachim Bungartz, Stefan Dirnstorfer: Multivariate Quadrature on Adaptive Sparse Grids. Computing 71(1): 89-114 (2003) |
1 | Hans-Joachim Bungartz | [1] [2] |
2 | Andreas J. Grau | [3] |