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*New publication in Quantitative Finance Journal - RWTH AACHEN *
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Sparse grid method for highly efficient computation of exposures for
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Numerical Smoothing with Hierarchical Adaptive Sparse Grids and
*Multilevel on-the-fly sparse grids for coupling coarse-grained and *
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Efficient pricing of high-dimensional (multi-assets) European Options
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Towards a Unified Quadrature Framework for Large-Scale Kernel Machines
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