@article{numericalsmoothingwithhierarchical, title = {Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing}, author = {Christian Bayer and Chiheb Ben Hammouda and Raúl Tempone}, year = {2021}, eprint = {2111.01874}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2111.01874v2}, }