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