Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models (Q2941477): Difference between revisions
From MaRDI portal
Latest revision as of 16:28, 10 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models |
scientific article |
Statements
Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models (English)
0 references
28 August 2015
0 references
reduced basis methods
0 references
model reduction
0 references
a posteriori error estimation
0 references
option pricing
0 references
0 references
0 references
0 references
0 references
0 references