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CCW Leentvaar
Academic Work (6)
Conference paper (2)
Doctoral thesis (1)
Journal article (3)
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6 records found
1
Pricing multi-asset options with sparse grids
Doctoral thesis (2008) -
CCW Leentvaar (author)
Multi-Asset option pricing using a parallel Fourier-Based Technique
Journal article (2007) -
CCW Leentvaar (author)
,
CW Oosterlee (author)
,
Cornelis W. Oosterlee (author)
,
C.W. Oosterlee (author)
Efficient d-multigrid preconditioners for sparse-grid solution of high-dimensional partial differential equations
Journal article (2007) -
H bin Zubair (author)
,
CCW Leentvaar (author)
,
C.W. Oosterlee (author)
,
Cornelis W. Oosterlee (author)
,
CW Oosterlee (author)
Pricing Multi-Asset Options with Sparse Grids and Fourth Order Finite Differences
Conference paper (2006) -
CCW Leentvaar (author)
,
CW Oosterlee (author)
,
Cornelis W. Oosterlee (author)
,
C.W. Oosterlee (author)
American options with discrete dividends solved by highly accurate discretizations.
Conference paper (2006) -
CCW Leentvaar (author)
,
CW Oosterlee (author)
,
Cornelis W. Oosterlee (author)
,
C.W. Oosterlee (author)
On coordinate transformation and grid stretching for sparse grid pricing of basket options
Journal article (2006) -
CCW Leentvaar (author)
,
CW Oosterlee (author)
,
Cornelis W. Oosterlee (author)
,
C.W. Oosterlee (author)
