Pages that link to "Item:Q3119587"
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The following pages link to Reduced basis for vanilla and basket options (Q3119587):
Displaying 5 items.
- A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
- Reduced models for sparse grid discretizations of the multi-asset Black-Scholes equation (Q904258) (← links)
- Chebyshev interpolation for parametric option pricing (Q1650947) (← 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)