%0 Journal Article %1 journals/adcm/PeherstorferGB15 %A Peherstorfer, Benjamin %A Gómez, Pablo %A Bungartz, Hans-Joachim %D 2015 %J Adv. Comput. Math. %K dblp %N 5 %P 1365-1389 %T Reduced models for sparse grid discretizations of the multi-asset Black-Scholes equation. %U http://dblp.uni-trier.de/db/journals/adcm/adcm41.html#PeherstorferGB15 %V 41

@article{journals/adcm/PeherstorferGB15, added-at = {2015-11-26T00:00:00.000+0100}, author = {Peherstorfer, Benjamin and Gómez, Pablo and Bungartz, Hans-Joachim}, biburl = {https://puma.ub.uni-stuttgart.de/bibtex/20cb2da498346eb4adc80429644490a36/dblp}, ee = {http://dx.doi.org/10.1007/s10444-015-9421-4}, interhash = {aa7cda5ae1da626139230048ed0322b0}, intrahash = {0cb2da498346eb4adc80429644490a36}, journal = {Adv. Comput. Math.}, keywords = {dblp}, number = 5, pages = {1365-1389}, timestamp = {2016-02-02T05:49:12.000+0100}, title = {Reduced models for sparse grid discretizations of the multi-asset Black-Scholes equation.}, url = {http://dblp.uni-trier.de/db/journals/adcm/adcm41.html#PeherstorferGB15}, volume = 41, year = 2015 }