Calibration of options on a reduced basis (Q837108)
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scientific article; zbMATH DE number 5602691
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibration of options on a reduced basis |
scientific article; zbMATH DE number 5602691 |
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Calibration of options on a reduced basis (English)
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10 September 2009
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mathematical finance
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reduced basis method
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option pricing
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proper orthogonal decomposition
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