Pages that link to "Item:Q837108"
From MaRDI portal
The following pages link to Calibration of options on a reduced basis (Q837108):
Displaying 4 items.
- Reduced models for sparse grid discretizations of the multi-asset Black-Scholes equation (Q904258) (← links)
- REDUCED-ORDER MODELS FOR THE IMPLIED VARIANCE UNDER LOCAL VOLATILITY (Q2939925) (← links)
- Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models (Q2941477) (← links)
- Adaptive Trust-Region POD Methods in PIDE-Constrained Optimization (Q2942357) (← links)
