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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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