"A Reduced Basis for Option Pricing."

Rama Cont, Nicolas Lantos, Olivier Pironneau (2011)

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DOI: 10.1137/10079851X

access: closed

type: Journal Article

metadata version: 2017-06-08

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Rama Cont, Nicolas Lantos, Olivier Pironneau:
A Reduced Basis for Option Pricing. SIAM J. Financial Math. 2(1): 287-316 (2011)

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