Lina von Sydow, Paria Ghafari, Erik Lehto, Mats Wångersjö. Pricing of Basket Options Using Dimension Reduction and Adaptive Finite Differences in Space, and Discontinuous Galerkin in Time. In Bülent Karasözen, Murat Manguoglu, Münevver Tezer-Sezgin, Serdar Göktepe, Ömür Ugur, editors, Numerical Mathematics and Advanced Applications - ENUMATH 2015 - Proceedings of the 11th European Conference on Numerical Mathematics and Advanced Applications, Ankara, Turkey, September 14-18, 2015. Volume 112 of Lecture Notes in Computational Science and Engineering, pages 607-615, Springer, 2015. [doi]
Abstract is missing.