Rama Cont, Nicolas Lantos, Olivier Pironneau. A Reduced Basis for Option Pricing. SIAM J. Financial Math., 2(1):287-316, 2011. [doi]
@article{ContLP11,
title = {A Reduced Basis for Option Pricing},
author = {Rama Cont and Nicolas Lantos and Olivier Pironneau},
year = {2011},
doi = {10.1137/10079851X},
url = {http://dx.doi.org/10.1137/10079851X},
researchr = {https://researchr.org/publication/ContLP11},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {2},
number = {1},
pages = {287-316},
}