An irregular grid method for solving high dimensional problems in finance

S.J. Berridge, J.M. Schumacher

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

Original language	English
Title of host publication	Computational Science - ICCS 2002 Part II
Editors	P.M.A. Sloot, C.J.K. Tan, J.J. Dongarra, A.G. Hoekstra
Place of Publication	Berlin
Publisher	Springer Verlag
Pages	510-519
ISBN (Print)	3540435913
Publication status	Published - 2000

Name	LNCS
Number	2330

Cite this

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title = "An irregular grid method for solving high dimensional problems in finance",

author = "S.J. Berridge and J.M. Schumacher",

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number = "2330",

pages = "510--519",

editor = "P.M.A. Sloot and C.J.K. Tan and J.J. Dongarra and A.G. Hoekstra",

booktitle = "Computational Science - ICCS 2002 Part II",

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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 proceeding › Chapter › Scientific › peer-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 -