Pfander, David; Heinecke, Alexander; Pflüger, Dirk A new subspace-based algorithm for efficient spatially adaptive sparse grid regression, classification and multi-evaluation. (English) Zbl 1338.65025 Garcke, Jochen (ed.) et al., Sparse grids and applications – Stuttgart 2014. Collected contributions of the 3rd workshop, SGA 2014, Stuttgart, Germany, September 1–5, 2014. Cham: Springer (ISBN 978-3-319-28260-2/hbk; 978-3-319-28262-6/ebook). Lecture Notes in Computational Science and Engineering 109, 221-246 (2016). MSC: 65C60 PDFBibTeX XMLCite \textit{D. Pfander} et al., Lect. Notes Comput. Sci. Eng. 109, 221--246 (2016; Zbl 1338.65025) Full Text: DOI
Heinecke, Alexander; Schraufstetter, Stefanie; Bungartz, Hans-Joachim A highly parallel Black–Scholes solver based on adaptive sparse grids. (English) Zbl 1255.91448 Int. J. Comput. Math. 89, No. 9, 1212-1238 (2012). MSC: 91G80 35Q68 65N30 65M50 PDFBibTeX XMLCite \textit{A. Heinecke} et al., Int. J. Comput. Math. 89, No. 9, 1212--1238 (2012; Zbl 1255.91448) Full Text: DOI
Bungartz, Hans-Joachim; Heinecke, Alexander; Pflüger, Dirk; Schraufstetter, Stefanie Option pricing with a direct adaptive sparse grid approach. (English) Zbl 1242.91184 J. Comput. Appl. Math. 236, No. 15, 3741-3750 (2012). MSC: 91G20 91G60 PDFBibTeX XMLCite \textit{H.-J. Bungartz} et al., J. Comput. Appl. Math. 236, No. 15, 3741--3750 (2012; Zbl 1242.91184) Full Text: DOI