A reduced basis method for the simulation of American options (Q2838569)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A reduced basis method for the simulation of American options |
scientific article |
Statements
A Reduced Basis Method for the Simulation of American Options (English)
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10 July 2013
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reduced basis method
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American options
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time-dependent variational inequality
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POD-greedy procedure
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angle-greedy procedure
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reduced spaces
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0.8653798699378967
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0.8278146386146545
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0.7789095640182495
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0.7787016034126282
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