Applying the Model Order Reduction method to a European option pricing model
| Year of publication: |
2013
|
|---|---|
| Authors: | Lin, Shao-Bin ; Chen, Chun-Da |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 33.2013, p. 533-536
|