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Philipp Schroeder 0001

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

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2000 – 2009

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2009
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Philipp Schroeder, Gabriel Wittum:
Calculation of default probability (PD) solving Merton Model PDEs on sparse grids. IPDPS 2009: 1-6

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