%0 Journal Article %1 benk2017pricing %A Benk, Janos %A Pflüger, Dirk %D 2017 %I Incisive Media %J The Journal of computational finance %K ubs_10005 ubs_20008 ubs_30082 ubs_40117 unibibliografie wos %N 3 %P 75-104 %R 10.21314/JCF.2017.335 %T Pricing multidimensional financial derivatives with stochastic volatilities using the dimensional-adaptive combination technique %V 21

@article{benk2017pricing, added-at = {2020-08-11T15:50:52.000+0200}, affiliation = {Pfluger, D (Reprint Author), Univ Stuttgart, Inst Parallel & Distributed Syst, Univ Str 38, D-70569 Stuttgart, Germany. Benk, Janos, Tech Univ Munich, Sci Comp Comp Sci, Boltzmannstr 3, D-85748 Garching, Germany. Pflueger, Dirk, Univ Stuttgart, Inst Parallel & Distributed Syst, Univ Str 38, D-70569 Stuttgart, Germany.}, author = {Benk, Janos and Pflüger, Dirk}, biburl = {https://puma.ub.uni-stuttgart.de/bibtex/2cb653fd41007ae2bec273384b2dbfabe/unibiblio}, doi = {10.21314/JCF.2017.335}, interhash = {3755af135c7e845c98e9c654565f749f}, intrahash = {cb653fd41007ae2bec273384b2dbfabe}, issn = {{1755-2850} and {1460-1559}}, journal = {The Journal of computational finance}, keywords = {ubs_10005 ubs_20008 ubs_30082 ubs_40117 unibibliografie wos}, language = {eng}, number = 3, pages = {75-104}, publisher = {Incisive Media}, research-areas = {Business & Economics}, timestamp = {2023-09-25T15:40:30.000+0200}, title = {Pricing multidimensional financial derivatives with stochastic volatilities using the dimensional-adaptive combination technique}, unique-id = {ISI:000416600300004}, volume = 21, year = 2017 }