Pages that link to "Item:Q2838569"
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The following pages link to A Reduced Basis Method for the Simulation of American Options (Q2838569):
Displaying 11 items.
- Reduced models for sparse grid discretizations of the multi-asset Black-Scholes equation (Q904258) (← links)
- Chebyshev interpolation for parametric option pricing (Q1650947) (← links)
- Reducing sensors for transient heat transfer problems by means of variational data assimilation (Q2023447) (← links)
- The deep parametric PDE method and applications to option pricing (Q2161843) (← links)
- Efficient model reduction of parametrized systems by matrix discrete empirical interpolation (Q2374878) (← links)
- Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models (Q2941477) (← links)
- Magic Points in Finance: Empirical Integration for Parametric Option Pricing (Q4607050) (← links)
- Proper Orthogonal Decomposition in Option Pricing (Q4626517) (← links)
- A New Approach for American Option Pricing: The Dynamic Chebyshev Method (Q4628394) (← links)
- ROM-Based Multiobjective Optimization of Elliptic PDEs via Numerical Continuation (Q5051770) (← links)
- A reduced basis method for parametrized variational inequalities applied to contact mechanics (Q6497713) (← links)
