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O. Burkovska
Publication Activity (10 Years)
Years Active: 2015-2015
Publications (10 Years): 1
Top Topics
Option Pricing
Black Scholes Model
Top Venues
SIAM J. Financial Math.
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Publications
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O. Burkovska
,
Bernard Haasdonk
,
Julien Salomon
,
Barbara I. Wohlmuth
Reduced Basis Methods for Pricing Options with the Black-Scholes and Heston Models.
SIAM J. Financial Math.
6 (1) (2015)