A Reduced Basis Method for the Simulation of American Options (Q2838569)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Reduced Basis Method for the Simulation of American Options |
scientific article |
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A Reduced Basis Method for the Simulation of American Options (English)
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10 July 2013
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reduced basis method
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American options
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time-dependent variational inequality
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POD-greedy procedure
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angle-greedy procedure
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reduced spaces
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