"On Sparse Grid Interpolation for American Option Pricing with Multiple ..."

Jiefei Yang, Guanglian Li (2023)

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DOI: 10.48550/ARXIV.2309.08287

access: open

type: Informal or Other Publication

metadata version: 2023-09-22

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  - journals/corr/abs-2309-08287
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  - https://dblp.org/rec/journals/corr/abs-2309-08287
Jiefei Yang, Guanglian Li:
On Sparse Grid Interpolation for American Option Pricing with Multiple Underlying Assets. CoRR abs/2309.08287 (2023)

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