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MathSciNet bibliographic data
MR2462660 (2009j:91102) 91B28 (65M06)
Leentvaar, C. C. W.; Oosterlee, C. W. On coordinate transformation and grid stretching for sparse grid pricing of basket options. J. Comput. Appl. Math. 222 (2008), no. 1, 193–209.
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