Applying the Model Order Reduction method to a European option pricing model
Shao-Bin Lin; Chun-Da Chen
| Year of publication: |
2013
|
|---|---|
| Authors: | Lin, Shao-bin ; Chen, Chun-Da |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 533-536
|
| Subject: | European options | Model-Order-Reduction | Dynamical systems | Numerical linear algebra | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Mathematische Optimierung | Mathematical programming | EU-Staaten | EU countries |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010193332