Numerical Smoothing and Hierarchical Approximations for Efficient Option Pricing
Ben hammouda, Chiheb
(2022)
Conference Presentation (After Call)
In: International Conference on Computational Finance 2022 Wuppertal 2022-06-06 - 2022-06-10
Identifier
- DOI: 10.13140/RG.2.2.31363.99363/1
- RWTH PUBLICATIONS: RWTH-2023-02171