On multigrid for anisotropic equations and variational inequalities Pricing multi-dimensional European and American options

Christoph Reisinger, Gabriel Wittum

Research output: Contribution to journalArticlepeer-review

30 Scopus citations

Fingerprint

Dive into the research topics of 'On multigrid for anisotropic equations and variational inequalities Pricing multi-dimensional European and American options'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science