Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models (Q2941477): Difference between revisions
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Revision as of 10:12, 19 April 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 |
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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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