@InProceedings{ Griebel.Hullmann:2012, author = {M. Griebel and A. Hullmann}, title = {{An efficient sparse grid Galerkin approach for the numerical valuation of basket options under Kou's jump-diffusion model}}, booktitle = {Sparse grids and Applications}, series = {Lecture Notes in Computational Science and Engineering}, publisher = {Springer}, year = {2013}, pages = {121--150}, inspreprintnum= {1202}, pdf = {http://wissrech.ins.uni-bonn.de/research/pub/hullmann/GriebelHullmann2012_OptionPricingKouModel.pdf} , note = {Also available as INS Preprint No. 1202}, annote = {series} }