Coenraad (Coen) Cornelis WIllem Leentvaar
Ph.D. Technische Universiteit Delft 2008
Dissertation:
Pricing Multi-Asset Options with Sparse Grids
Mathematics Subject Classification: 65—Numerical analysis
Advisor: Cornelis (Kees) Willebrordus Oosterlee
No students known.
If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 124635 for the advisor ID.