Philipp Schroeder

Affiliations:

Goethe University, Frankfurt am Main, Goethe Center for Scientific Computing (G-CSC), Germany

According to our database¹, Philipp Schroeder authored at least 1 paper in 2009.

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2009

Calculation of default probability (PD) solving Merton Model PDEs on sparse grids.

[BibT_eX]

[DOI]

Proceedings of the 23rd IEEE International Symposium on Parallel and Distributed Processing, 2009