Reduced basis for vanilla and basket options (Q3119587)
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scientific article; zbMATH DE number 7034798
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Reduced basis for vanilla and basket options |
scientific article; zbMATH DE number 7034798 |
Statements
Reduced basis for vanilla and basket options (English)
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12 March 2019
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option pricing
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Galerkin basis
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reduced basis
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0.8292216658592224
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0.8028905987739563
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0.8015944957733154
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0.795526385307312
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0.7920085787773132
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