%0 Journal Article
%1 Burkovska2015
%A Burkovska, O.
%A Haasdonk, Bernard
%A Salomon, J.
%A Wohlmuth, B.
%D 2015
%J SIAM journal on Financial Mathematics (SIFIN)
%K anm ians imported
%N 1
%P 685--712
%R 10.1137/140981216
%T Reduced basis methods for pricing options with the Black-Scholes and Heston model
%V 6
@article{Burkovska2015,
added-at = {2021-09-29T14:33:27.000+0200},
author = {Burkovska, O. and Haasdonk, Bernard and Salomon, J. and Wohlmuth, B.},
biburl = {https://puma.ub.uni-stuttgart.de/bibtex/2530267f2638c00e865bf371461a33e52/britsteiner},
doi = {10.1137/140981216},
groups = {haasdonk, haasdonk_all_papers},
interhash = {069d825dbcab6f5a372686ee4886f093},
intrahash = {530267f2638c00e865bf371461a33e52},
journal = {SIAM journal on Financial Mathematics (SIFIN)},
keywords = {anm ians imported},
number = 1,
pages = {685--712},
timestamp = {2021-09-29T12:35:04.000+0200},
title = {Reduced basis methods for pricing options with the {B}lack-{S}choles and {H}eston model},
volume = 6,
year = 2015
}
