Browsing by Author "Haasdonk, Bernard"
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A Reduced Basis Method for Parametrized Variational Inequalities
Haasdonk, Bernard; Salomon, Julien; Wohlmuth, Barbara (2012) Article accepté pour publication ou publié -
A Reduced Basis Method for the Simulation of American Options
Wohlmuth, Barbara; Salomon, Julien; Haasdonk, Bernard (2013) Communication / Conférence -
Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models
Burkovska, O.; Haasdonk, Bernard; Salomon, Julien; Wohlmuth, Barbara (2015) Article accepté pour publication ou publié