Liste des citations dans Numdam pour : Fast deterministic pricing of options on Lévy driven assets

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique, Tome 38 (2004), p. 37-71 / Harvested from Numdam

Sachs, Ekkehard W. ; Schu, Matthias

A priori error estimates for reduced order models in finance
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique, Tome 47 (2013), p. 449-469 / Harvested from Numdam

Reich, Nils

Wavelet compression of anisotropic integrodifferential operators on sparse tensor product spaces
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique, Tome 44 (2010), p. 33-73 / Harvested from Numdam