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Title:

Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models

Document type:
Zeitschriftenaufsatz
Author(s):
Burkovska, O.; Haasdonk, B.; Salomon, J.; Wohlmuth, B.
Journal title:
SIAM Journal on Financial Mathematics
Year:
2015
Journal volume:
6
Month:
jan
Journal issue:
1
Pages contribution:
685--712
Fulltext / DOI:
doi:10.1137/140981216
Publisher:
Society for Industrial & Applied Mathematics (SIAM)
Print-ISSN:
1945-497X
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