Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing - Christian Bayer, Chiheb Ben Hammouda, Raúl Tempone

Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing - Christian Bayer, Chiheb Ben Hammouda, Raúl Tempone | Arena