Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing
Bayer, Christian; Ben Hammouda, Chiheb (Corresponding author); Tempone, Raúl
London : Taylor & Francis (2023)
Journal Article
In: Quantitative finance
Volume: 23
Issue: 2
Page(s)/Article-Nr.: 209-227
Identifier
- DOI: 10.1080/14697688.2022.2135455
- RWTH PUBLICATIONS: RWTH-2023-02166