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Efficient Hierarchical Approximation of High‐Dimensional Option Pricing Problems
release_rev_802c4f68-aa74-4eef-adfe-ca08ae8b3f4b
by
Christoph Reisinger,
Gabriel Wittum
Published
in SIAM Journal on Scientific Computing
by Society for Industrial & Applied Mathematics (SIAM).
2007 Volume 29, p440-458
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