A Reduced Basis Method for the Simulation of American Options

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Source ENUMATH Leicester 2011 Proceedings Volume
Author Haasdonk, Bernard, Salomon, Julien, Wohlmuth, Barbara
Maintainer CCSD
Last Updated November 8, 2026, 15:20 (UTC)
Created November 8, 2026, 15:20 (UTC)
Identifier hal-00660385
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Institut für Angewandte Analysis und Numerische Simulation [Stuttgart] (IANS) ; University of Stuttgart = Universität Stuttgart
creator Haasdonk, Bernard
date 2013-01-23T00:00:00
harvest_object_id da1f9fc0-b5f6-4595-b3a5-01481ca764e1
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2026-01-28T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1201.3289
set_spec type:ART