M. Ehrhardt
Results
Journal Article
An ADI Sparse Grid Method for Pricing Efficiently American Options under the Heston Model
Advances in Applied Mathematics and Mechanics, Vol. 13 (2021), Iss. 6 : pp. 1384–1397
Journal Article
Advances in Applied Mathematics and Mechanics, Vol. 13 (2021), Iss. 6 : pp. 1384–1397