Low-Dimensional Approximations of High-Dimensional Asset Price Models (Q4990516)
From MaRDI portal
scientific article; zbMATH DE number 7352462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Low-Dimensional Approximations of High-Dimensional Asset Price Models |
scientific article; zbMATH DE number 7352462 |
Statements
Low-Dimensional Approximations of High-Dimensional Asset Price Models (English)
0 references
28 May 2021
0 references
model order reduction
0 references
Black Scholes model
0 references
Heston model
0 references
option pricing
0 references
0 references
0 references
0 references
0 references
0 references
