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- Title:
A Reduced Basis Method for the Simulation of American Options
- Document type:
- Buchbeitrag
- Author(s):
- Haasdonk, B.; Salomon, J.; Wohlmuth, B.
- Pages contribution:
- 821--829
- Editor:
- Cangiani, Andrea; Davidchack, Ruslan L.; Georgoulis, Emmanuil; Gorban, Alexander N.; Levesley, Jeremy; Tretyakov, Michael V.
- Book title:
- Numerical Mathematics and Advanced Applications
- Publisher:
- Springer Berlin Heidelberg
- Year:
- 2012
- Month:
- nov
- DOI:
- doi:10.1007/978-3-642-33134-3_85
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