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An irregular grid method for high-dimensional free-boundary problems in finance.

, and . Future Gener. Comput. Syst., 20 (3): 353-362 (2004)

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An irregular grid method for high-dimensional free-boundary problems in finance., and . Future Gener. Comput. Syst., 20 (3): 353-362 (2004)An Irregular Grid Method for Solving High-Dimensional Problems in Finance., and . International Conference on Computational Science (2), volume 2330 of Lecture Notes in Computer Science, page 510-519. Springer, (2002)