A reduced basis for option pricing (Q2996526)
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scientific article; zbMATH DE number 5882831
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A reduced basis for option pricing |
scientific article; zbMATH DE number 5882831 |
Statements
A Reduced Basis for Option Pricing (English)
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2 May 2011
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option pricing
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PDE
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PIDE
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integro-differential equation
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jump-diffusion
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Merton model
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Galerkin method
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reduced basis
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0.8378422260284424
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0.8373913764953613
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0.8292216658592224
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0.8278433084487915
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0.8278146386146545
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