1. Pricing multi-asset options with sparse grids;Leentvaar,2008
2. Hybrid parallel solutions of the Black-Scholes PDE with the truncated combination technique;Benk,2012
3. Variants of the combination technique for multi-dimensional option pricing;Benk,2012
4. Sparse grid techniques for particle-in-cell schemes;Ricketson;Plasma Phys. Control. Fusion,2016
5. Computer Simulation Using Particles;Hockney,1988