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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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