"Calibration of options on a reduced basis."

Olivier Pironneau (2009)

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DOI: 10.1016/J.CAM.2008.10.070

access: open

type: Journal Article

metadata version: 2021-02-16

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Olivier Pironneau:
Calibration of options on a reduced basis. J. Comput. Appl. Math. 232(1): 139-147 (2009)

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