Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models (Q2941477): Difference between revisions

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Latest revision as of 17:28, 10 July 2024

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Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models
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    Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models (English)
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    28 August 2015
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    reduced basis methods
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    model reduction
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    a posteriori error estimation
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    option pricing
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