High-Dimensional Regression on Sparse Grids Applied to Pricing Moving Window Asian Options
نویسندگان
چکیده
منابع مشابه
High dimensional polynomial interpolation on sparse grids
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ژورنال
عنوان ژورنال: Open Journal of Statistics
سال: 2013
ISSN: 2161-718X,2161-7198
DOI: 10.4236/ojs.2013.36051