Nicolas Lantos

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A reduced basis for option pricing
SIAM Journal on Financial Mathematics
2011-05-02Paper
Perfectly matched layers for the heat and advection-diffusion equations
Journal of Computational Physics
2010-11-26Paper
Perfectly matched layers for the heat and advection-diffusion equations
Comptes Rendus. Mathématique. Académie des Sciences, Paris
2010-09-06Paper
The forward Kolmogorov equation for two dimensional options
Communications on Pure and Applied Analysis
2009-01-15Paper


Research outcomes over time


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