MoRePaS 2015 - Model Reduction of Parametrized Systems III

Name: MoRePaS 2015 - Model Reduction of Parametrized Systems III
Start: 2015-10-13T13:15:00+02:00
End: 2015-10-16T19:00:00+02:00
Location: SISSA, International School for Advanced Studies, main campus, Trieste, Italy

Oct 13 – 16, 2015

SISSA, International School for Advanced Studies, main campus, Trieste, Italy

Europe/Rome timezone

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morepas2015@sissa.it

Parametric Option Pricing with Fourier Methods

Oct 14, 2015, 5:35 PM

Aula Magna Paolo Budinich (SISSA, International School for Advanced Studies, main campus, Trieste, Italy)

Aula Magna Paolo Budinich

SISSA, International School for Advanced Studies, main campus, Trieste, Italy

Via Bonomea 265, 34136 Trieste, Italy

Poster Posters CP1 Poster Blitz

Prof. Kathrin Glau (Technische Universität München)

Mr Maximilian Gaß (Technische Universität München) Mr Maximilian Mair (Technische Universität München und Unicredit)

Abstract

0041.pdf

MoRePaS 2015 - Model Reduction of Parametrized Systems III

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Parametric Option Pricing with Fourier Methods

Aula Magna Paolo Budinich

SISSA, International School for Advanced Studies, main campus, Trieste, Italy

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MoRePaS 2015 - Model Reduction of Parametrized Systems III

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