American option pricing with an adaptive penalization strategy using the sparse grid combination technique combined with the Parareal-algorithm

My name is Anna Clevenhaus and I am a second year Phd-Student in the Applied Mathematics and Numerical Simulation (AMNA) group of the University of Wuppertal. My interest in numerical simulations and analysis started during my bachelor degree when I studied mathematics and chemistry. Afterwards I started with the international […]

Read more
%d bloggers like this: