An irregular grid method for solving high dimensional problems in finance

S.J. Berridge, J.M. Schumacher

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Original languageEnglish
Title of host publicationComputational Science - ICCS 2002 Part II
EditorsP.M.A. Sloot, C.J.K. Tan, J.J. Dongarra, A.G. Hoekstra
Place of PublicationBerlin
PublisherSpringer Verlag
Pages510-519
ISBN (Print)3540435913
Publication statusPublished - 2000

Publication series

NameLNCS
Number2330

Cite this

Berridge, S. J., & Schumacher, J. M. (2000). An irregular grid method for solving high dimensional problems in finance. In P. M. A. Sloot, C. J. K. Tan, J. J. Dongarra, & A. G. Hoekstra (Eds.), Computational Science - ICCS 2002 Part II (pp. 510-519). (LNCS; No. 2330). Berlin: Springer Verlag.
Berridge, S.J. ; Schumacher, J.M. / An irregular grid method for solving high dimensional problems in finance. Computational Science - ICCS 2002 Part II. editor / P.M.A. Sloot ; C.J.K. Tan ; J.J. Dongarra ; A.G. Hoekstra. Berlin : Springer Verlag, 2000. pp. 510-519 (LNCS; 2330).
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Berridge, SJ & Schumacher, JM 2000, An irregular grid method for solving high dimensional problems in finance. in PMA Sloot, CJK Tan, JJ Dongarra & AG Hoekstra (eds), Computational Science - ICCS 2002 Part II. LNCS, no. 2330, Springer Verlag, Berlin, pp. 510-519.

An irregular grid method for solving high dimensional problems in finance. / Berridge, S.J.; Schumacher, J.M.

Computational Science - ICCS 2002 Part II. ed. / P.M.A. Sloot; C.J.K. Tan; J.J. Dongarra; A.G. Hoekstra. Berlin : Springer Verlag, 2000. p. 510-519 (LNCS; No. 2330).

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

TY - CHAP

T1 - An irregular grid method for solving high dimensional problems in finance

AU - Berridge, S.J.

AU - Schumacher, J.M.

PY - 2000

Y1 - 2000

M3 - Chapter

SN - 3540435913

T3 - LNCS

SP - 510

EP - 519

BT - Computational Science - ICCS 2002 Part II

A2 - Sloot, P.M.A.

A2 - Tan, C.J.K.

A2 - Dongarra, J.J.

A2 - Hoekstra, A.G.

PB - Springer Verlag

CY - Berlin

ER -

Berridge SJ, Schumacher JM. An irregular grid method for solving high dimensional problems in finance. In Sloot PMA, Tan CJK, Dongarra JJ, Hoekstra AG, editors, Computational Science - ICCS 2002 Part II. Berlin: Springer Verlag. 2000. p. 510-519. (LNCS; 2330).