"Reduced basis for vanilla and basket options."

Olivier Pironneau (2011)

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DOI: 10.3233/RDA-2011-0045

access: closed

type: Journal Article

metadata version: 2020-09-01

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Olivier Pironneau:
Reduced basis for vanilla and basket options. Risk Decis. Anal. 2(4): 185-194 (2011)

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