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"Reduced Basis Methods for Pricing Options with the Black-Scholes and ..."

Olena Burkovska et al. (2015)

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DOI: 10.1137/140981216

access: closed

type: Journal Article

metadata version: 2022-10-04

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Olena Burkovska, Bernard Haasdonk, Julien Salomon, Barbara I. Wohlmuth:
Reduced Basis Methods for Pricing Options with the Black-Scholes and Heston Models. SIAM J. Financial Math. 6(1): 685-712 (2015)

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